+1,684.5%
PLTR vs WDC
+1,597.2%
+87.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | 0.0% | +7.5% | -7.4% | -2.4% |
| 30D | -3.3% | +10.1% | -13.3% | -6.9% |
| 3M | +28.4% | -6.8% | +35.2% | +23.6% |
| 6M | +8.4% | +84.1% | -75.8% | -22.4% |
| YTD | -4.6% | +180.3% | -184.9% | -44.9% |
| 1Y | +4.4% | +411.1% | -406.7% | -54.6% |
| 3Y | +1,020.5% | +1,375.0% | -354.5% | +193.2% |
| 5Y | +548.8% | +991.6% | -442.8% | +83.3% |
| All | +1,684.5% | +1,597.2% | +87.4% | +365.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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