+113.2%
WDC vs APLD
-46.0%
+159.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.7% | 0.0% | -4.0% |
| 7D | -18.3% | -18.5% | +0.2% | -11.2% |
| 30D | -26.7% | -32.8% | +6.1% | -14.4% |
| 3M | -40.9% | -46.9% | +5.9% | -25.1% |
| 6M | -26.8% | -53.4% | +26.6% | -3.6% |
| YTD | +88.2% | -32.3% | +120.4% | +108.7% |
| 1Y | +113.2% | -46.5% | +159.7% | +150.4% |
| All | +113.2% | -46.0% | +159.2% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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