+1,188.5%
WDC vs TMO
+338.2%
+850.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.5% |
| 7D | -4.3% | -0.6% | -3.7% | -4.0% |
| 30D | -1.5% | +1.1% | -2.6% | -2.4% |
| 3M | -15.5% | +28.3% | -43.8% | -26.8% |
| 6M | +66.5% | +23.3% | +43.2% | +45.4% |
| YTD | +159.9% | +5.5% | +154.4% | +147.7% |
| 1Y | +366.0% | +24.5% | +341.4% | +305.6% |
| 3Y | +1,285.8% | +19.6% | +1,266.3% | +1,099.1% |
| 5Y | +925.6% | +8.1% | +917.4% | +818.3% |
| All | +1,188.5% | +338.2% | +850.3% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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