+703.4%
WDC vs APLD
+254.9%
+448.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -16.7% | -6.3% | -10.4% | -15.9% |
| 30D | -27.2% | -29.6% | +2.4% | -24.0% |
| 3M | -34.0% | -42.6% | +8.6% | -29.7% |
| 6M | -39.7% | -59.6% | +19.8% | -33.3% |
| YTD | +68.1% | -32.0% | +100.0% | +75.8% |
| 1Y | +66.3% | -46.9% | +113.3% | +76.7% |
| 3Y | +754.4% | +255.7% | +498.8% | +628.1% |
| All | +703.4% | +254.9% | +448.5% | +550.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling