+1,605.4%
WDC vs U
-43.0%
+1,648.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.7% |
| 7D | +6.0% | +4.5% | +1.5% | +5.2% |
| 30D | +9.9% | -0.6% | +10.5% | +9.9% |
| 3M | -9.4% | +48.4% | -57.8% | -16.3% |
| 6M | +94.7% | +115.4% | -20.6% | +67.1% |
| YTD | +177.4% | -3.2% | +180.6% | +169.2% |
| 1Y | +412.6% | -6.0% | +418.6% | +397.4% |
| 3Y | +1,359.8% | +13.5% | +1,346.3% | +1,187.9% |
| 5Y | +992.6% | -68.0% | +1,060.6% | +918.9% |
| All | +1,605.4% | -43.0% | +1,648.4% | +1,355.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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