+969.7%
WDC vs Z
-64.7%
+1,034.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.1% | +8.0% | +6.3% |
| 7D | +1.7% | -3.0% | +4.7% | +2.3% |
| 30D | -10.0% | -4.2% | -5.8% | -9.4% |
| 3M | -18.8% | -3.7% | -15.0% | -19.1% |
| 6M | +79.0% | -24.5% | +103.5% | +88.6% |
| YTD | +171.6% | -49.3% | +220.9% | +212.8% |
| 1Y | +417.4% | -58.7% | +476.1% | +524.4% |
| 3Y | +1,251.8% | -34.1% | +1,285.9% | +1,277.2% |
| All | +969.7% | -64.7% | +1,034.4% | +869.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling