+1,188.5%
WDC vs VNQ
+64.0%
+1,124.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.6% |
| 7D | -4.3% | -1.3% | -3.0% | -3.3% |
| 30D | -1.5% | -2.6% | +1.1% | +0.6% |
| 3M | -15.5% | -2.0% | -13.5% | -15.5% |
| 6M | +66.5% | +4.3% | +62.1% | +57.2% |
| YTD | +159.9% | +9.2% | +150.6% | +134.7% |
| 1Y | +366.0% | +5.6% | +360.3% | +331.9% |
| 3Y | +1,285.8% | +30.8% | +1,255.0% | +934.4% |
| 5Y | +925.6% | +8.0% | +917.6% | +821.4% |
| All | +1,188.5% | +64.0% | +1,124.5% | +696.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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