+660.4%
WDC vs SO
+188.2%
+472.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -16.7% | -0.1% | -16.6% | -16.7% |
| 30D | -27.2% | +8.7% | -35.9% | -29.0% |
| 3M | -34.0% | +3.4% | -37.4% | -34.7% |
| 6M | -39.7% | +3.7% | -43.4% | -41.0% |
| YTD | +68.1% | +10.0% | +58.0% | +60.7% |
| 1Y | +66.3% | +6.6% | +59.7% | +60.6% |
| 3Y | +754.4% | +52.5% | +701.9% | +593.1% |
| 5Y | +595.8% | +76.1% | +519.7% | +415.2% |
| 10Y | +660.4% | +194.9% | +465.5% | +433.6% |
| All | +660.4% | +188.2% | +472.2% | +433.6% |
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