+6,254.0%
WDC vs ALB
+2,214.8%
+4,039.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -28.0% | +9.1% | -37.0% | -30.6% |
| 30D | -34.9% | -3.4% | -31.5% | -34.4% |
| 3M | -41.6% | -20.6% | -21.0% | -37.0% |
| 6M | -45.4% | -48.2% | +2.8% | -30.9% |
| YTD | +53.3% | -29.2% | +82.5% | +69.5% |
| 1Y | +61.5% | +10.0% | +51.5% | +50.6% |
| 3Y | +712.3% | -12.9% | +725.3% | +620.9% |
| 5Y | +524.2% | -61.3% | +585.5% | +619.0% |
| 10Y | +616.5% | +35.8% | +580.7% | +340.5% |
| All | +6,254.0% | +2,214.8% | +4,039.2% | +1,717.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling