+660.4%
WDC vs V
+444.9%
+215.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -16.7% | +0.6% | -17.4% | -17.0% |
| 30D | -27.2% | +9.7% | -36.9% | -32.2% |
| 3M | -34.0% | +17.3% | -51.3% | -42.0% |
| 6M | -39.7% | +33.2% | -72.9% | -53.1% |
| YTD | +68.1% | +21.3% | +46.7% | +39.6% |
| 1Y | +66.3% | +27.3% | +39.0% | +32.7% |
| 3Y | +754.4% | +76.1% | +678.3% | +405.5% |
| 5Y | +595.8% | +103.5% | +492.3% | +255.1% |
| 10Y | +660.4% | +454.5% | +205.9% | +76.9% |
| All | +660.4% | +444.9% | +215.5% | +76.9% |
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