+1,330.5%
WDC vs ALM
+2,118.4%
-787.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +6.1% |
| 7D | +1.7% | -2.6% | +4.3% | +2.1% |
| 30D | -10.0% | +32.0% | -42.0% | -13.5% |
| 3M | -18.8% | -15.0% | -3.7% | -18.0% |
| 6M | +79.0% | -10.1% | +89.2% | +78.1% |
| YTD | +171.6% | +99.4% | +72.1% | +153.9% |
| 1Y | +417.4% | +316.4% | +101.0% | +354.0% |
| All | +1,330.5% | +2,118.4% | -787.9% | +1,014.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling