+1,294.5%
WDC vs SO
+157.8%
+1,136.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | +6.0% | +1.0% | +5.0% | +5.7% |
| 30D | +9.9% | -3.2% | +13.1% | +10.9% |
| 3M | -9.4% | -1.7% | -7.7% | -9.6% |
| 6M | +94.7% | -7.2% | +101.9% | +97.3% |
| YTD | +177.4% | +4.6% | +172.8% | +169.6% |
| 1Y | +412.6% | +1.2% | +411.4% | +401.0% |
| 3Y | +1,359.8% | +45.3% | +1,314.5% | +1,100.9% |
| 5Y | +992.6% | +58.7% | +933.8% | +744.9% |
| All | +1,294.5% | +157.8% | +1,136.8% | +882.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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