+642.9%
WDC vs XYZ
+597.9%
+45.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.8% | -5.9% |
| 7D | +12.1% | -1.1% | +13.1% | +12.4% |
| 30D | -18.8% | +11.5% | -30.3% | -22.1% |
| 3M | -39.3% | +1.8% | -41.1% | -40.3% |
| 6M | -40.1% | +21.2% | -61.3% | -44.6% |
| YTD | +71.8% | +29.9% | +41.9% | +52.9% |
| 1Y | +88.5% | +35.8% | +52.7% | +65.1% |
| 3Y | +770.0% | +62.6% | +707.4% | +574.9% |
| 5Y | +549.0% | -62.8% | +611.8% | +627.0% |
| All | +642.9% | +597.9% | +45.0% | +144.5% |
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