+724.0%
WDC vs SN
+659.6%
+64.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.2% |
| 7D | -28.0% | +7.2% | -35.1% | -29.4% |
| 30D | -34.9% | +20.4% | -55.3% | -38.4% |
| 3M | -41.6% | +23.9% | -65.5% | -45.4% |
| 6M | -45.4% | +93.0% | -138.4% | -56.0% |
| YTD | +53.3% | +99.2% | -46.0% | +22.0% |
| 1Y | +61.5% | +142.6% | -81.1% | +21.8% |
| 3Y | +712.3% | +398.8% | +313.6% | +481.9% |
| All | +724.0% | +659.6% | +64.4% | +493.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling