+583.6%
WDC vs WM
+339.4%
+244.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.9% |
| 7D | -28.0% | +1.2% | -29.2% | -28.3% |
| 30D | -34.9% | +13.1% | -48.0% | -37.7% |
| 3M | -41.6% | +3.6% | -45.2% | -42.6% |
| 6M | -45.4% | +8.1% | -53.4% | -48.3% |
| YTD | +53.3% | +8.9% | +44.4% | +43.4% |
| 1Y | +61.5% | +20.3% | +41.2% | +43.2% |
| 3Y | +712.3% | +46.2% | +666.2% | +519.2% |
| 5Y | +524.2% | +59.9% | +464.3% | +340.3% |
| All | +583.6% | +339.4% | +244.2% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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