+1,384.8%
WDC vs V
+3,138.4%
-1,753.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -28.0% | +2.2% | -30.1% | -29.0% |
| 30D | -34.9% | +13.6% | -48.5% | -40.3% |
| 3M | -41.6% | +14.3% | -55.9% | -46.9% |
| 6M | -45.4% | +33.1% | -78.5% | -56.0% |
| YTD | +53.3% | +21.2% | +32.0% | +30.5% |
| 1Y | +61.5% | +26.4% | +35.1% | +33.6% |
| 3Y | +712.3% | +77.6% | +634.8% | +426.0% |
| 5Y | +524.2% | +102.6% | +421.6% | +265.3% |
| 10Y | +616.5% | +464.4% | +152.1% | +129.6% |
| All | +1,384.8% | +3,138.4% | -1,753.6% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling