+803.4%
WDC vs SN
+671.7%
+131.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -16.7% | +7.6% | -24.3% | -18.4% |
| 30D | -27.2% | +22.4% | -49.7% | -31.3% |
| 3M | -34.0% | +21.7% | -55.7% | -37.9% |
| 6M | -39.7% | +102.8% | -142.5% | -52.2% |
| YTD | +68.1% | +102.4% | -34.4% | +33.3% |
| 1Y | +66.3% | +139.0% | -72.7% | +25.9% |
| 3Y | +754.4% | +440.4% | +314.0% | +510.9% |
| All | +803.4% | +671.7% | +131.7% | +548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling