+17,845.4%
WDC vs SO
+5,976.4%
+11,869.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.0% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -10.0% | -4.6% | -5.4% | -9.0% |
| 3M | -18.8% | -3.0% | -15.7% | -18.6% |
| 6M | +79.0% | -8.3% | +87.3% | +81.3% |
| YTD | +171.6% | +3.5% | +168.0% | +166.9% |
| 1Y | +417.4% | -0.9% | +418.3% | +412.2% |
| 3Y | +1,251.8% | +45.4% | +1,206.4% | +1,095.7% |
| 5Y | +911.7% | +59.6% | +852.1% | +765.7% |
| 10Y | +1,399.6% | +156.6% | +1,243.0% | +1,049.9% |
| All | +17,845.4% | +5,976.4% | +11,869.0% | +8,773.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling