+1,531.2%
WDC vs V
+3,134.6%
-1,603.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | -14.4% | -0.8% | -13.6% | -13.9% |
| 30D | -27.1% | +9.5% | -36.6% | -31.4% |
| 3M | -33.3% | +16.7% | -49.9% | -40.2% |
| 6M | -39.6% | +32.9% | -72.5% | -51.3% |
| YTD | +68.4% | +21.1% | +47.3% | +43.5% |
| 1Y | +78.2% | +26.6% | +51.5% | +47.2% |
| 3Y | +772.0% | +78.4% | +693.7% | +463.0% |
| 5Y | +584.9% | +105.5% | +479.4% | +297.4% |
| 10Y | +653.4% | +444.2% | +209.2% | +146.4% |
| All | +1,531.2% | +3,134.6% | -1,603.5% | +95.4% |
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