+367.2%
WDC vs SPOT
+269.3%
+98.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -5.6% |
| 7D | +12.1% | +1.6% | +10.5% | +11.6% |
| 30D | -18.8% | +16.9% | -35.7% | -22.5% |
| 3M | -39.3% | +23.0% | -62.3% | -43.3% |
| 6M | -40.1% | +42.2% | -82.3% | -47.0% |
| YTD | +71.8% | +5.5% | +66.3% | +61.9% |
| 1Y | +88.5% | -5.1% | +93.5% | +83.9% |
| 3Y | +770.0% | +257.9% | +512.1% | +438.4% |
| 5Y | +549.0% | +118.4% | +430.7% | +328.0% |
| All | +367.2% | +269.3% | +98.0% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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