+1,359.3%
WDC vs AA
+89.1%
+1,270.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +0.9% |
| 7D | +6.0% | +1.7% | +4.3% | +5.3% |
| 30D | +9.9% | +3.3% | +6.6% | +8.1% |
| 3M | -9.4% | -29.4% | +20.0% | +0.9% |
| 6M | +94.7% | -12.8% | +107.5% | +98.9% |
| YTD | +177.3% | -2.1% | +179.4% | +173.8% |
| 1Y | +412.4% | +62.8% | +349.7% | +326.5% |
| 3Y | +1,359.3% | +90.5% | +1,268.8% | +1,020.5% |
| All | +1,359.3% | +89.1% | +1,270.2% | +1,020.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling