-43.8%
WDC vs A
+56.1%
-99.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +9.2% |
| 7D | -14.4% | +4.8% | -19.2% | -14.9% |
| 30D | -27.1% | +5.6% | -32.7% | -27.1% |
| 3M | -33.3% | +23.6% | -56.9% | -32.4% |
| All | -43.8% | +56.1% | -99.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 6mo: compounded portfolio wealth divided by compounded A 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…
6mo analysis · Full analysis span regression · 6 months rolling