+17,600.4%
WDC vs TMO
+8,096.9%
+9,503.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +4.4% | -2.5% | +6.9% | +5.6% |
| 30D | +5.3% | -0.3% | +5.6% | +5.0% |
| 3M | -5.9% | +25.3% | -31.2% | -16.7% |
| 6M | +73.2% | +20.9% | +52.4% | +54.3% |
| YTD | +167.8% | +4.3% | +163.5% | +156.3% |
| 1Y | +386.0% | +27.0% | +359.0% | +323.6% |
| 3Y | +1,309.7% | +17.5% | +1,292.2% | +1,147.2% |
| 5Y | +957.1% | +6.9% | +950.2% | +866.1% |
| 10Y | +1,246.7% | +332.0% | +914.7% | +531.1% |
| All | +17,600.4% | +8,096.9% | +9,503.5% | +2,475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling