+1,245.1%
WDC vs TPR
+305.2%
+939.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +3.6% |
| 7D | +6.0% | -3.4% | +9.3% | +7.4% |
| 30D | +9.9% | -27.3% | +37.2% | +23.2% |
| 3M | -9.4% | -16.2% | +6.8% | -5.3% |
| 6M | +94.7% | -17.9% | +112.6% | +105.0% |
| YTD | +177.3% | -7.1% | +184.4% | +176.4% |
| 1Y | +412.4% | +13.6% | +398.8% | +366.2% |
| 3Y | +1,359.3% | +293.7% | +1,065.6% | +657.8% |
| 5Y | +992.2% | +239.1% | +753.1% | +484.3% |
| 10Y | +1,245.1% | +311.2% | +933.9% | +460.3% |
| All | +1,245.1% | +305.2% | +939.8% | +460.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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