+992.6%
WDC vs SPY
+81.8%
+910.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +3.0% |
| 7D | +6.0% | +0.5% | +5.4% | +4.9% |
| 30D | +9.9% | -0.9% | +10.9% | +11.6% |
| 3M | -9.4% | +3.9% | -13.3% | -13.7% |
| 6M | +94.7% | +14.5% | +80.2% | +61.2% |
| YTD | +177.4% | +12.9% | +164.4% | +136.5% |
| 1Y | +412.6% | +19.4% | +393.2% | +306.6% |
| 3Y | +1,359.8% | +78.5% | +1,281.3% | +581.2% |
| 5Y | +992.6% | +81.8% | +910.8% | +399.1% |
| All | +992.6% | +81.8% | +910.8% | +399.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling