+423.3%
WDC vs W
+217.9%
+205.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +8.0% |
| 7D | -3.2% | -7.4% | +4.1% | -1.4% |
| 30D | -19.0% | +7.8% | -26.8% | -20.2% |
| 3M | -28.4% | +10.9% | -39.3% | -30.1% |
| 6M | -39.2% | +86.4% | -125.7% | -47.4% |
| YTD | +82.1% | +14.0% | +68.1% | +72.7% |
| 1Y | +84.7% | +3.5% | +81.1% | +78.0% |
| 3Y | +825.6% | +164.8% | +660.9% | +589.8% |
| 5Y | +608.2% | -53.1% | +661.3% | +530.2% |
| 10Y | +695.1% | +220.4% | +474.7% | +328.7% |
| All | +423.3% | +217.9% | +205.4% | +182.8% |
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