+705.0%
WDC vs APLD
+255.7%
+449.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.5% | +2.3% | +8.9% |
| 7D | -14.4% | +3.1% | -17.5% | -14.6% |
| 30D | -27.1% | -29.4% | +2.3% | -23.8% |
| 3M | -33.3% | -42.8% | +9.5% | -28.9% |
| 6M | -39.6% | -59.5% | +19.9% | -33.2% |
| YTD | +68.4% | -31.8% | +100.2% | +76.1% |
| 1Y | +78.2% | -46.0% | +124.2% | +89.1% |
| 3Y | +772.0% | +252.0% | +520.0% | +643.4% |
| All | +705.0% | +255.7% | +449.2% | +551.1% |
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