+992.6%
WDC vs T
+66.9%
+925.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +6.0% | -1.5% | +7.5% | +6.0% |
| 30D | +9.9% | +7.6% | +2.3% | +10.1% |
| 3M | -9.4% | +15.3% | -24.7% | -9.5% |
| 6M | +94.7% | -8.5% | +103.2% | +98.6% |
| YTD | +177.4% | +6.8% | +170.6% | +175.9% |
| 1Y | +412.6% | -7.2% | +419.8% | +422.6% |
| 3Y | +1,359.8% | +108.2% | +1,251.5% | +1,034.1% |
| 5Y | +992.6% | +66.1% | +926.5% | +904.5% |
| All | +992.6% | +66.9% | +925.7% | +904.5% |
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 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