-36.3%
WDC vs A
+55.1%
-91.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.2% |
| 7D | +16.3% | +0.7% | +15.6% | +16.2% |
| 30D | -18.3% | +0.8% | -19.1% | -17.6% |
| 3M | -31.4% | +16.9% | -48.3% | -30.1% |
| 6M | -36.3% | +53.8% | -90.1% | -36.8% |
| All | -36.3% | +55.1% | -91.4% | -36.8% |
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