+87.7%
WDC vs ALM
+7.9%
+79.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +1.6% |
| 7D | +16.3% | -4.0% | +20.3% | +17.8% |
| 30D | -18.3% | -30.5% | +12.3% | -7.7% |
| 3M | -31.4% | -46.9% | +15.5% | -16.8% |
| 6M | -36.3% | -65.5% | +29.2% | -14.0% |
| YTD | +80.8% | -13.4% | +94.2% | +81.1% |
| 1Y | +87.7% | +9.8% | +77.9% | +74.3% |
| All | +87.7% | +7.9% | +79.8% | +74.3% |
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