+533.3%
WDC vs SW
-1.6%
+535.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.5% | -15.9% | -17.1% |
| 7D | -32.3% | +4.7% | -37.0% | -32.9% |
| 30D | -34.9% | +5.0% | -39.9% | -35.6% |
| 3M | -48.4% | -7.3% | -41.1% | -47.8% |
| 6M | -42.4% | +15.0% | -57.4% | -44.7% |
| YTD | +55.5% | +18.5% | +37.0% | +48.0% |
| 1Y | +67.5% | +27.1% | +40.3% | +57.2% |
| 3Y | +727.3% | +49.3% | +678.0% | +651.3% |
| 5Y | +533.3% | -1.6% | +535.0% | +480.5% |
| All | +533.3% | -1.6% | +535.0% | +480.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling