+1,267.7%
WDC vs SW
+743.1%
+524.7%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.1% | -10.8% | -7.2% |
| 7D | -18.3% | +12.1% | -30.4% | -19.3% |
| 30D | -26.7% | +6.6% | -33.2% | -27.2% |
| 3M | -40.9% | -6.0% | -34.9% | -40.7% |
| 6M | -26.8% | +21.5% | -48.2% | -28.5% |
| YTD | +88.2% | +20.3% | +67.8% | +83.6% |
| 1Y | +113.2% | +28.1% | +85.0% | +106.7% |
| 3Y | +901.0% | +51.6% | +849.4% | +853.3% |
| 5Y | +682.2% | -0.1% | +682.3% | +655.4% |
| 10Y | +779.6% | +189.7% | +589.9% | +678.8% |
| All | +1,267.7% | +743.1% | +524.7% | +1,147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling