+113.2%
WDC vs AG
+29.4%
+83.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.1% | -15.9% | -9.9% |
| 7D | -18.3% | -2.6% | -15.7% | -17.7% |
| 30D | -26.7% | -12.1% | -14.6% | -23.6% |
| 3M | -40.9% | -6.6% | -34.4% | -40.8% |
| 6M | -26.8% | -20.5% | -6.3% | -23.0% |
| YTD | +88.2% | -7.4% | +95.6% | +78.4% |
| 1Y | +113.2% | +33.4% | +79.8% | +78.4% |
| All | +113.2% | +29.4% | +83.8% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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