+11,028.0%
WDC vs T
+1,633.2%
+9,394.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +9.6% |
| 7D | -14.4% | +1.7% | -16.1% | -15.0% |
| 30D | -27.1% | -1.7% | -25.3% | -27.1% |
| 3M | -33.3% | -7.3% | -25.9% | -32.3% |
| 6M | -39.6% | -11.2% | -28.4% | -38.8% |
| YTD | +68.4% | -8.1% | +76.4% | +65.8% |
| 1Y | +78.2% | -8.0% | +86.2% | +74.9% |
| 3Y | +772.0% | +62.1% | +709.9% | +540.2% |
| 5Y | +584.9% | +55.7% | +529.2% | +400.0% |
| 10Y | +653.4% | +54.1% | +599.3% | +455.1% |
| All | +11,028.0% | +1,633.2% | +9,394.7% | +3,652.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling