+10,029.5%
WDC vs SO
+6,268.1%
+3,761.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.2% |
| 7D | -28.0% | -1.5% | -26.5% | -27.7% |
| 30D | -34.9% | +8.1% | -43.0% | -36.2% |
| 3M | -41.6% | +0.2% | -41.8% | -41.7% |
| 6M | -45.4% | +0.4% | -45.8% | -45.9% |
| YTD | +53.3% | +8.5% | +44.8% | +48.8% |
| 1Y | +61.5% | +4.9% | +56.6% | +57.9% |
| 3Y | +712.3% | +47.9% | +664.4% | +615.7% |
| 5Y | +524.2% | +75.7% | +448.5% | +420.7% |
| 10Y | +616.5% | +178.0% | +438.5% | +439.0% |
| All | +10,029.5% | +6,268.1% | +3,761.5% | +4,845.2% |
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