+340.5%
WDC vs W
+210.4%
+130.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -28.0% | -3.6% | -24.4% | -27.4% |
| 30D | -34.9% | +7.0% | -41.9% | -35.8% |
| 3M | -41.6% | +7.4% | -48.9% | -42.6% |
| 6M | -45.4% | +69.3% | -114.7% | -51.9% |
| YTD | +53.3% | +11.3% | +42.0% | +46.0% |
| 1Y | +61.5% | +13.2% | +48.3% | +52.9% |
| 3Y | +712.3% | +142.0% | +570.3% | +514.8% |
| 5Y | +524.2% | -54.6% | +578.8% | +458.7% |
| 10Y | +616.5% | +243.7% | +372.8% | +284.1% |
| All | +340.5% | +210.4% | +130.2% | +139.1% |
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 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