+1,309.1%
WDC vs V
+378.5%
+930.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.3% |
| 7D | +7.5% | -2.9% | +10.4% | +9.7% |
| 30D | +10.1% | +1.9% | +8.2% | +8.0% |
| 3M | -6.8% | +13.2% | -20.1% | -17.1% |
| 6M | +84.1% | +16.7% | +67.4% | +57.8% |
| YTD | +180.3% | +5.4% | +174.9% | +159.9% |
| 1Y | +411.1% | +7.7% | +403.4% | +361.4% |
| 3Y | +1,375.0% | +52.0% | +1,323.0% | +879.1% |
| 5Y | +991.6% | +67.7% | +923.8% | +544.6% |
| 10Y | +1,309.1% | +384.8% | +924.3% | +254.2% |
| All | +1,309.1% | +378.5% | +930.6% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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