+653.4%
WDC vs USB
+94.3%
+559.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.3% | +8.4% |
| 7D | -14.4% | +0.8% | -15.2% | -14.6% |
| 30D | -27.1% | +6.8% | -33.8% | -29.9% |
| 3M | -33.3% | -3.8% | -29.5% | -31.9% |
| 6M | -39.6% | +11.7% | -51.3% | -44.4% |
| YTD | +68.4% | +17.5% | +50.9% | +50.8% |
| 1Y | +78.2% | +33.8% | +44.4% | +47.3% |
| 3Y | +772.0% | +104.2% | +667.8% | +442.4% |
| 5Y | +584.9% | +26.4% | +558.5% | +462.1% |
| 10Y | +653.4% | +89.2% | +564.2% | +413.2% |
| All | +653.4% | +94.3% | +559.2% | +413.2% |
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