+513.8%
WDC vs VG
-44.1%
+557.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.1% |
| 7D | +16.3% | +15.1% | +1.2% | +14.8% |
| 30D | -18.3% | -4.2% | -14.1% | -18.0% |
| 3M | -31.4% | -3.1% | -28.3% | -31.4% |
| 6M | -36.3% | +0.3% | -36.6% | -36.7% |
| YTD | +80.8% | +95.5% | -14.6% | +51.8% |
| 1Y | +87.7% | +64.4% | +23.3% | +63.2% |
| All | +513.8% | -44.1% | +557.8% | +510.1% |
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