+928.6%
WDC vs SW
-2.3%
+930.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.6% |
| 7D | +1.7% | -5.1% | +6.8% | +2.8% |
| 30D | -10.0% | -4.6% | -5.4% | -9.2% |
| 3M | -18.8% | +9.4% | -28.1% | -20.9% |
| 6M | +79.0% | +3.5% | +75.5% | +75.8% |
| YTD | +171.6% | +22.0% | +149.5% | +157.9% |
| 1Y | +417.4% | +2.2% | +415.2% | +405.4% |
| 3Y | +1,251.8% | +19.6% | +1,232.2% | +1,173.4% |
| All | +928.6% | -2.3% | +930.9% | +851.9% |
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