+916.1%
WDC vs U
-67.0%
+983.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -3.8% |
| 7D | -4.3% | +5.5% | -9.8% | -5.3% |
| 30D | -1.5% | -1.3% | -0.2% | -1.4% |
| 3M | -15.5% | +64.6% | -80.1% | -23.9% |
| 6M | +66.5% | +119.4% | -52.9% | +40.7% |
| YTD | +159.9% | -0.5% | +160.3% | +150.5% |
| 1Y | +366.0% | +1.3% | +364.7% | +345.0% |
| 3Y | +1,285.8% | +15.6% | +1,270.2% | +1,106.9% |
| All | +916.1% | -67.0% | +983.1% | +841.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling