+517.9%
WDC vs VG
-46.6%
+564.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.8% | +7.8% |
| 7D | -3.2% | +5.5% | -8.7% | -3.6% |
| 30D | -19.0% | -3.6% | -15.4% | -18.7% |
| 3M | -28.4% | -4.0% | -24.4% | -28.2% |
| 6M | -39.2% | +9.4% | -48.6% | -40.4% |
| YTD | +82.1% | +86.6% | -4.6% | +53.5% |
| 1Y | +84.7% | +69.5% | +15.2% | +58.4% |
| All | +517.9% | -46.6% | +564.5% | +516.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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