+583.6%
WDC vs USB
+92.8%
+490.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -28.0% | 0.0% | -28.0% | -27.9% |
| 30D | -34.9% | +5.8% | -40.8% | -37.2% |
| 3M | -41.6% | -6.0% | -35.6% | -39.7% |
| 6M | -45.4% | +7.8% | -53.1% | -48.7% |
| YTD | +53.3% | +14.6% | +38.7% | +39.2% |
| 1Y | +61.5% | +31.8% | +29.8% | +34.6% |
| 3Y | +712.3% | +91.5% | +620.8% | +425.1% |
| 5Y | +524.2% | +22.0% | +502.2% | +423.2% |
| All | +583.6% | +92.8% | +490.7% | +381.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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