+642.9%
WDC vs USB
+83.8%
+559.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.5% |
| 7D | +12.1% | +2.6% | +9.5% | +10.5% |
| 30D | -18.8% | +8.4% | -27.2% | -22.7% |
| 3M | -39.3% | -5.5% | -33.8% | -37.4% |
| 6M | -40.1% | +17.7% | -57.9% | -46.6% |
| YTD | +71.8% | +17.6% | +54.2% | +53.8% |
| 1Y | +88.5% | +33.9% | +54.6% | +55.6% |
| 3Y | +770.0% | +103.8% | +666.2% | +441.4% |
| 5Y | +549.0% | +25.6% | +523.4% | +434.9% |
| All | +642.9% | +83.8% | +559.0% | +390.1% |
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