+969.7%
WDC vs ALM
+941.2%
+28.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.3% |
| 3M | -18.8% | -15.0% | -3.7% | -17.9% |
| 6M | +79.0% | -10.1% | +89.2% | +78.4% |
| YTD | +171.6% | +99.4% | +72.1% | +152.7% |
| 1Y | +417.4% | +316.4% | +101.0% | +348.7% |
| 3Y | +1,251.8% | +2,022.0% | -770.2% | +887.1% |
| All | +969.7% | +941.2% | +28.5% | +683.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling