+660.4%
WDC vs SW
+184.4%
+476.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -16.7% | +2.2% | -18.9% | -17.0% |
| 30D | -27.2% | +7.4% | -34.6% | -28.1% |
| 3M | -34.0% | -5.9% | -28.1% | -33.5% |
| 6M | -39.7% | +9.0% | -48.7% | -41.0% |
| YTD | +68.1% | +18.1% | +49.9% | +62.1% |
| 1Y | +66.3% | +28.7% | +37.6% | +58.4% |
| 3Y | +754.4% | +48.8% | +705.6% | +693.8% |
| 5Y | +595.8% | +2.5% | +593.3% | +557.2% |
| 10Y | +660.4% | +184.4% | +476.0% | +564.8% |
| All | +660.4% | +184.4% | +476.0% | +564.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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