+642.9%
WDC vs SYY
+88.7%
+554.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.6% |
| 7D | +12.1% | +0.3% | +11.8% | +11.9% |
| 30D | -18.8% | -4.8% | -14.0% | -17.3% |
| 3M | -39.3% | -7.1% | -32.2% | -37.7% |
| 6M | -40.1% | +6.8% | -46.9% | -43.7% |
| YTD | +71.8% | +7.7% | +64.1% | +60.2% |
| 1Y | +88.5% | +5.7% | +82.8% | +77.1% |
| 3Y | +770.0% | +24.6% | +745.4% | +618.2% |
| 5Y | +549.0% | +15.6% | +533.4% | +460.5% |
| All | +642.9% | +88.7% | +554.1% | +385.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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