+1,228.2%
WDC vs VO
+197.9%
+1,030.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.1% |
| 7D | +4.4% | -2.5% | +6.9% | +8.4% |
| 30D | +5.3% | -3.2% | +8.5% | +10.7% |
| 3M | -5.9% | +3.9% | -9.8% | -10.3% |
| 6M | +73.2% | +9.6% | +63.6% | +54.8% |
| YTD | +167.8% | +11.6% | +156.3% | +135.4% |
| 1Y | +386.0% | +12.6% | +373.4% | +322.3% |
| 3Y | +1,309.7% | +55.4% | +1,254.3% | +690.8% |
| 5Y | +957.1% | +41.8% | +915.3% | +584.6% |
| All | +1,228.2% | +197.9% | +1,030.2% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling