+682.0%
WDC vs T
+60.4%
+621.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +16.3% | +1.6% | +14.6% | +15.8% |
| 30D | -18.3% | -2.9% | -15.3% | -17.9% |
| 3M | -31.4% | -7.5% | -23.9% | -30.6% |
| 6M | -36.3% | -9.9% | -26.4% | -35.7% |
| YTD | +80.8% | -6.4% | +87.3% | +76.9% |
| 1Y | +87.7% | -9.4% | +97.1% | +85.7% |
| 3Y | +819.4% | +64.9% | +754.6% | +532.6% |
| 5Y | +583.2% | +57.0% | +526.3% | +365.6% |
| All | +682.0% | +60.4% | +621.6% | +433.5% |
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