+661.6%
WDC vs ABNB
+27.9%
+633.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.1% | -8.1% | -5.8% |
| 7D | +12.1% | -1.7% | +13.8% | +12.4% |
| 30D | -18.8% | +11.8% | -30.6% | -21.7% |
| 3M | -39.3% | +0.9% | -40.2% | -40.1% |
| 6M | -40.1% | +40.5% | -80.6% | -47.3% |
| YTD | +71.8% | +37.6% | +34.2% | +51.5% |
| 1Y | +88.5% | +54.1% | +34.3% | +60.3% |
| 3Y | +770.0% | +56.8% | +713.2% | +624.4% |
| 5Y | +549.0% | -9.6% | +558.6% | +458.9% |
| All | +661.6% | +27.9% | +633.7% | +547.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 all: compounded portfolio wealth divided by compounded ABNB 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…
all analysis · Full analysis span regression · 6 months rolling