+682.0%
WDC vs V
+450.9%
+231.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | +0.2% |
| 7D | +16.3% | -0.4% | +16.6% | +16.6% |
| 30D | -18.3% | +6.3% | -24.6% | -22.1% |
| 3M | -31.4% | +17.2% | -48.6% | -39.7% |
| 6M | -36.3% | +29.2% | -65.5% | -49.3% |
| YTD | +80.8% | +20.8% | +60.1% | +50.7% |
| 1Y | +87.7% | +25.0% | +62.7% | +51.9% |
| 3Y | +819.4% | +75.3% | +744.2% | +444.4% |
| 5Y | +583.2% | +105.8% | +477.4% | +244.1% |
| All | +682.0% | +450.9% | +231.0% | +66.5% |
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