+1,188.5%
WDC vs SYY
+116.5%
+1,072.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.5% |
| 7D | -4.3% | +3.9% | -8.3% | -6.2% |
| 30D | -1.5% | -1.7% | +0.3% | -0.8% |
| 3M | -15.5% | +5.2% | -20.7% | -18.7% |
| 6M | +66.5% | -0.2% | +66.6% | +63.8% |
| YTD | +159.9% | +15.4% | +144.5% | +136.3% |
| 1Y | +366.0% | +5.6% | +360.4% | +340.6% |
| 3Y | +1,285.8% | +28.9% | +1,257.0% | +1,037.4% |
| 5Y | +925.6% | +24.1% | +901.5% | +761.5% |
| All | +1,188.5% | +116.5% | +1,072.0% | +684.2% |
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