+1,095.7%
WDC vs XYZ
+615.2%
+480.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +3.1% |
| 7D | +6.0% | +2.9% | +3.1% | +4.9% |
| 30D | +9.9% | +1.4% | +8.5% | +9.2% |
| 3M | -9.4% | +14.6% | -23.9% | -13.7% |
| 6M | +94.7% | +20.8% | +74.0% | +81.4% |
| YTD | +177.4% | +23.1% | +154.3% | +153.5% |
| 1Y | +412.6% | +5.6% | +406.9% | +388.7% |
| 3Y | +1,359.8% | +50.9% | +1,308.9% | +1,064.6% |
| 5Y | +992.6% | -68.6% | +1,061.1% | +1,189.5% |
| 10Y | +1,245.5% | +580.0% | +665.5% | +410.4% |
| All | +1,095.7% | +615.2% | +480.5% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XYZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling