+528.7%
WDC vs T
+52.3%
+476.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.5% |
| 7D | -28.0% | +1.0% | -29.0% | -27.9% |
| 30D | -34.9% | -10.6% | -24.3% | -35.3% |
| 3M | -41.6% | -7.7% | -33.8% | -41.8% |
| 6M | -45.4% | -13.3% | -32.1% | -45.2% |
| YTD | +53.3% | -8.8% | +62.1% | +51.8% |
| 1Y | +61.5% | -8.4% | +69.9% | +59.7% |
| 3Y | +712.3% | +59.6% | +652.7% | +567.9% |
| All | +528.7% | +52.3% | +476.4% | +426.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling