+417.4%
WDC vs ALM
+318.3%
+99.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +6.2% |
| 7D | +1.7% | -2.6% | +4.3% | +2.3% |
| 30D | -10.0% | +32.0% | -42.0% | -16.1% |
| 3M | -18.8% | -15.0% | -3.7% | -17.8% |
| 6M | +79.0% | -10.1% | +89.2% | +76.1% |
| YTD | +171.6% | +99.4% | +72.1% | +152.6% |
| 1Y | +417.4% | +316.4% | +101.0% | +373.4% |
| All | +417.4% | +318.3% | +99.1% | +373.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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