+11,028.0%
WDC vs SO
+6,352.9%
+4,675.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.5% | +9.6% |
| 7D | -14.4% | -1.1% | -13.3% | -14.2% |
| 30D | -27.1% | +8.6% | -35.6% | -28.5% |
| 3M | -33.3% | +1.8% | -35.0% | -33.7% |
| 6M | -39.6% | +3.6% | -43.2% | -40.6% |
| YTD | +68.4% | +9.9% | +58.4% | +63.0% |
| 1Y | +78.2% | +5.7% | +72.4% | +73.9% |
| 3Y | +772.0% | +52.5% | +719.5% | +662.8% |
| 5Y | +584.9% | +77.3% | +507.6% | +470.4% |
| 10Y | +653.4% | +186.8% | +466.7% | +463.4% |
| All | +11,028.0% | +6,352.9% | +4,675.1% | +5,318.7% |
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