+928.6%
WDC vs SO
+58.2%
+870.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +5.8% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -10.0% | -4.6% | -5.4% | -10.5% |
| 3M | -18.8% | -3.0% | -15.7% | -19.2% |
| 6M | +79.0% | -8.3% | +87.3% | +77.7% |
| YTD | +171.6% | +3.5% | +168.0% | +170.3% |
| 1Y | +417.4% | -0.9% | +418.3% | +414.2% |
| 3Y | +1,251.8% | +45.4% | +1,206.4% | +1,161.7% |
| All | +928.6% | +58.2% | +870.4% | +818.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling