+1,309.1%
WDC vs SPY
+312.5%
+996.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.8% |
| 7D | +7.5% | -0.4% | +7.8% | +8.0% |
| 30D | +10.1% | -1.4% | +11.4% | +12.4% |
| 3M | -6.8% | +3.7% | -10.5% | -10.8% |
| 6M | +84.1% | +13.0% | +71.1% | +56.3% |
| YTD | +180.3% | +12.4% | +167.9% | +141.8% |
| 1Y | +411.1% | +18.5% | +392.6% | +311.0% |
| 3Y | +1,375.0% | +77.6% | +1,297.4% | +571.2% |
| 5Y | +991.6% | +81.7% | +909.9% | +387.5% |
| 10Y | +1,309.1% | +319.7% | +989.4% | +94.4% |
| All | +1,309.1% | +312.5% | +996.6% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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