+1,188.5%
WDC vs STX
+3,412.6%
-2,224.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | +0.2% |
| 7D | -4.3% | -2.3% | -2.1% | -2.7% |
| 30D | -1.5% | -5.5% | +4.0% | +3.1% |
| 3M | -15.5% | -4.3% | -11.2% | -11.0% |
| 6M | +66.5% | +115.6% | -49.2% | -10.5% |
| YTD | +159.9% | +202.2% | -42.3% | +6.8% |
| 1Y | +366.0% | +325.3% | +40.7% | +44.0% |
| 3Y | +1,285.8% | +1,283.9% | +1.9% | +64.4% |
| 5Y | +925.6% | +1,048.3% | -122.8% | +36.0% |
| All | +1,188.5% | +3,412.6% | -2,224.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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