-39.2%
WDC vs AA
-35.6%
-3.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.7% | +7.1% |
| 7D | -3.2% | +1.1% | -4.4% | -3.4% |
| 30D | -19.0% | -1.3% | -17.8% | -18.5% |
| 3M | -28.4% | -23.9% | -4.5% | -21.5% |
| 6M | -39.2% | -36.8% | -2.4% | -32.7% |
| All | -39.2% | -35.6% | -3.7% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling