+1,188.5%
WDC vs XYZ
+610.4%
+578.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | -4.3% | 0.0% | -3.0% |
| 30D | -1.5% | +1.2% | -2.7% | -2.1% |
| 3M | -15.5% | +14.6% | -30.1% | -19.6% |
| 6M | +66.5% | +22.6% | +43.9% | +54.3% |
| YTD | +159.9% | +21.7% | +138.2% | +138.1% |
| 1Y | +366.0% | +6.7% | +359.2% | +342.5% |
| 3Y | +1,285.8% | +46.8% | +1,239.0% | +1,010.3% |
| 5Y | +925.6% | -68.0% | +993.6% | +1,112.7% |
| All | +1,188.5% | +610.4% | +578.1% | +381.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling