+1,309.1%
WDC vs Z
-5.7%
+1,314.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +7.5% | -7.1% | +14.5% | +9.5% |
| 30D | +10.1% | -4.8% | +14.8% | +10.7% |
| 3M | -6.8% | -9.3% | +2.5% | -6.2% |
| 6M | +84.1% | -29.0% | +113.1% | +98.1% |
| YTD | +180.3% | -52.9% | +233.1% | +235.5% |
| 1Y | +411.1% | -63.1% | +474.2% | +553.4% |
| 3Y | +1,375.0% | -36.9% | +1,411.9% | +1,416.9% |
| 5Y | +991.6% | -65.5% | +1,057.1% | +1,137.6% |
| 10Y | +1,309.1% | -3.9% | +1,312.9% | +880.5% |
| All | +1,309.1% | -5.7% | +1,314.8% | +880.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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