+11,850.9%
WDC vs ADI
+40,834.8%
-28,983.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +16.3% | +13.4% | +2.9% | +9.5% |
| 30D | -18.3% | -1.3% | -17.0% | -16.7% |
| 3M | -31.4% | +6.8% | -38.2% | -32.9% |
| 6M | -36.3% | -1.9% | -34.4% | -34.0% |
| YTD | +80.8% | +52.3% | +28.6% | +52.8% |
| 1Y | +87.7% | +71.6% | +16.1% | +50.0% |
| 3Y | +819.4% | +148.9% | +670.5% | +507.1% |
| 5Y | +583.2% | +140.8% | +442.4% | +359.9% |
| 10Y | +689.8% | +653.6% | +36.2% | +229.6% |
| All | +11,850.9% | +40,834.8% | -28,983.9% | +705.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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