+528.7%
WDC vs Z
-55.4%
+584.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | -28.0% | -4.6% | -23.4% | -27.2% |
| 30D | -34.9% | +8.3% | -43.3% | -36.6% |
| 3M | -41.6% | -11.6% | -30.0% | -40.8% |
| 6M | -45.4% | -33.6% | -11.7% | -40.8% |
| YTD | +53.3% | -56.7% | +110.0% | +84.6% |
| 1Y | +61.5% | -59.1% | +120.7% | +97.7% |
| 3Y | +712.3% | -20.4% | +732.7% | +650.1% |
| All | +528.7% | -55.4% | +584.1% | +535.7% |
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