+417.4%
WDC vs AA
+63.2%
+354.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.1% | +8.0% | +6.7% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | -10.0% | +5.0% | -14.9% | -12.5% |
| 3M | -18.8% | -35.8% | +17.1% | -4.5% |
| 6M | +79.0% | -18.4% | +97.4% | +86.3% |
| YTD | +171.6% | -5.5% | +177.0% | +168.1% |
| 1Y | +417.4% | +61.0% | +356.4% | +323.8% |
| All | +417.4% | +63.2% | +354.2% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling