+75.4%
SPY vs WDC
+1,293.4%
-1,217.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | 0.0% |
| 7D | -2.0% | +4.4% | -6.4% | -2.6% |
| 30D | -1.7% | +5.3% | -6.9% | -2.6% |
| 3M | +4.7% | -5.9% | +10.7% | +3.4% |
| 6M | +12.5% | +73.2% | -60.7% | -0.6% |
| YTD | +11.7% | +167.8% | -156.1% | -10.4% |
| 1Y | +17.5% | +386.0% | -368.5% | -18.7% |
| All | +75.4% | +1,293.4% | -1,217.9% | -8.9% |
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 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