+826.1%
PLTR vs WDC
+781.6%
+44.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.9% | -4.4% | +2.8% |
| 7D | -5.1% | -14.4% | +9.3% | -1.3% |
| 30D | -19.1% | -27.1% | +8.0% | -12.4% |
| 3M | -1.6% | -33.3% | +31.6% | +7.5% |
| 6M | +22.8% | -39.6% | +62.4% | +29.0% |
| YTD | -4.8% | +68.4% | -73.2% | -38.7% |
| 1Y | -4.9% | +78.2% | -83.1% | -40.7% |
| 3Y | +826.1% | +772.0% | +54.1% | +59.3% |
| All | +826.1% | +781.6% | +44.5% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling