+680.5%
WDC vs W
+176.2%
+504.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.3% | +5.4% |
| 7D | +1.7% | -4.2% | +5.9% | +2.6% |
| 30D | -10.0% | -7.6% | -2.4% | -8.7% |
| 3M | -18.8% | +37.2% | -55.9% | -25.0% |
| 6M | +79.0% | +26.3% | +52.7% | +66.8% |
| YTD | +171.6% | -1.0% | +172.5% | +165.0% |
| 1Y | +417.4% | +20.1% | +397.3% | +380.3% |
| 3Y | +1,251.8% | +37.8% | +1,214.0% | +1,033.1% |
| 5Y | +911.7% | -63.7% | +975.3% | +844.7% |
| 10Y | +1,399.6% | +156.3% | +1,243.3% | +738.2% |
| All | +680.5% | +176.2% | +504.3% | +334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling