+928.6%
WDC vs ALB
-44.4%
+973.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.3% | +7.1% |
| 7D | +1.7% | -8.1% | +9.8% | +4.1% |
| 30D | -10.0% | +6.3% | -16.2% | -12.2% |
| 3M | -18.8% | -23.6% | +4.8% | -12.6% |
| 6M | +79.0% | -24.6% | +103.6% | +91.5% |
| YTD | +171.6% | -10.3% | +181.8% | +176.3% |
| 1Y | +417.4% | +61.5% | +355.9% | +346.8% |
| 3Y | +1,251.8% | -34.0% | +1,285.8% | +1,306.3% |
| All | +928.6% | -44.4% | +973.0% | +952.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 5y: compounded portfolio wealth divided by compounded ALB 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…
5y analysis · Full analysis span regression · 6 months rolling