+10,029.5%
WDC vs T
+1,619.7%
+8,409.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | -28.0% | +1.0% | -29.0% | -28.3% |
| 30D | -34.9% | -10.6% | -24.3% | -32.7% |
| 3M | -41.6% | -7.7% | -33.8% | -40.6% |
| 6M | -45.4% | -13.3% | -32.1% | -44.1% |
| YTD | +53.3% | -8.8% | +62.1% | +51.4% |
| 1Y | +61.5% | -8.4% | +69.9% | +58.8% |
| 3Y | +712.3% | +59.6% | +652.7% | +500.1% |
| 5Y | +524.2% | +52.1% | +472.1% | +360.3% |
| 10Y | +616.5% | +56.9% | +559.6% | +423.7% |
| All | +10,029.5% | +1,619.7% | +8,409.8% | +3,325.1% |
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