+660.4%
WDC vs W
+228.8%
+431.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.6% |
| 7D | -16.7% | +1.1% | -17.8% | -16.9% |
| 30D | -27.2% | +6.4% | -33.6% | -28.1% |
| 3M | -34.0% | +9.0% | -43.0% | -35.4% |
| 6M | -39.7% | +69.8% | -109.5% | -47.5% |
| YTD | +68.1% | +12.1% | +56.0% | +59.2% |
| 1Y | +66.3% | 0.0% | +66.3% | +60.9% |
| 3Y | +754.4% | +160.3% | +594.1% | +521.8% |
| 5Y | +595.8% | -53.3% | +649.1% | +518.3% |
| 10Y | +660.4% | +217.0% | +443.4% | +303.1% |
| All | +660.4% | +228.8% | +431.6% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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