+660.4%
WDC vs T
+55.0%
+605.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -16.7% | +2.6% | -19.3% | -17.3% |
| 30D | -27.2% | -1.1% | -26.1% | -27.3% |
| 3M | -34.0% | -7.7% | -26.3% | -33.2% |
| 6M | -39.7% | -10.6% | -29.1% | -39.1% |
| YTD | +68.1% | -7.5% | +75.5% | +64.8% |
| 1Y | +66.3% | -7.4% | +73.7% | +62.6% |
| 3Y | +754.4% | +63.1% | +691.3% | +489.7% |
| 5Y | +595.8% | +55.2% | +540.6% | +375.7% |
| 10Y | +660.4% | +58.8% | +601.6% | +427.0% |
| All | +660.4% | +55.0% | +605.4% | +427.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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