+563.5%
WDC vs ALM
+3,507.4%
-2,943.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.5% |
| 7D | -28.0% | -6.7% | -21.3% | -27.9% |
| 30D | -34.9% | -32.9% | -2.0% | -34.7% |
| 3M | -41.6% | -39.5% | -2.1% | -41.3% |
| 6M | -45.4% | -62.0% | +16.6% | -45.0% |
| YTD | +53.3% | -7.8% | +61.1% | +53.5% |
| 1Y | +61.5% | +26.7% | +34.9% | +61.5% |
| 3Y | +712.3% | +825.4% | -113.0% | +702.7% |
| 5Y | +524.2% | +401.2% | +123.0% | +517.4% |
| 10Y | +616.5% | +2,074.0% | -1,457.5% | +604.1% |
| All | +563.5% | +3,507.4% | -2,943.9% | +544.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling