+66.6%
WDC vs ADVB
-74.4%
+141.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.3% | +9.7% |
| 7D | -14.4% | -1.2% | -13.2% | -14.3% |
| 30D | -27.1% | -61.4% | +34.3% | -25.4% |
| 3M | -33.3% | -67.8% | +34.6% | -31.6% |
| 6M | -39.6% | -66.9% | +27.3% | -38.7% |
| YTD | +68.4% | -64.9% | +133.3% | +72.6% |
| All | +66.6% | -74.4% | +141.0% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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