+642.9%
WDC vs SO
+197.2%
+445.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.3% |
| 7D | +12.1% | +1.4% | +10.7% | +11.7% |
| 30D | -18.8% | +4.7% | -23.5% | -19.9% |
| 3M | -39.3% | +1.7% | -41.0% | -39.7% |
| 6M | -40.1% | +2.2% | -42.3% | -41.1% |
| YTD | +71.8% | +10.0% | +61.8% | +64.3% |
| 1Y | +88.5% | +6.0% | +82.4% | +82.3% |
| 3Y | +770.0% | +54.1% | +715.9% | +602.1% |
| 5Y | +549.0% | +79.6% | +469.4% | +375.7% |
| All | +642.9% | +197.2% | +445.7% | +419.5% |
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