+84.7%
WDC vs AA
+6.6%
+78.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.7% | +7.1% |
| 7D | -3.2% | +1.1% | -4.4% | -3.3% |
| 30D | -19.0% | -1.3% | -17.8% | -18.3% |
| 3M | -28.4% | -23.9% | -4.5% | -19.9% |
| 6M | -39.2% | -36.8% | -2.4% | -28.0% |
| YTD | +82.1% | -22.2% | +104.2% | +89.6% |
| 1Y | +84.7% | +10.4% | +74.3% | +70.1% |
| All | +84.7% | +6.6% | +78.0% | +70.1% |
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