+642.9%
WDC vs WM
+330.8%
+312.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | +12.1% | +3.2% | +8.9% | +11.1% |
| 30D | -18.8% | +13.0% | -31.8% | -22.1% |
| 3M | -39.3% | +9.2% | -48.5% | -41.3% |
| 6M | -40.1% | +13.6% | -53.8% | -44.2% |
| YTD | +71.8% | +12.4% | +59.4% | +59.4% |
| 1Y | +88.5% | +21.2% | +67.3% | +67.8% |
| 3Y | +770.0% | +48.7% | +721.3% | +563.6% |
| 5Y | +549.0% | +61.9% | +487.2% | +360.3% |
| All | +642.9% | +330.8% | +312.1% | +173.5% |
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