+770.3%
WDC vs APLD
+281.1%
+489.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.4% | +1.0% | +7.4% |
| 7D | -3.2% | +7.8% | -11.1% | -3.9% |
| 30D | -19.0% | -23.0% | +3.9% | -16.3% |
| 3M | -28.4% | -39.7% | +11.2% | -24.2% |
| 6M | -39.2% | -59.8% | +20.6% | -32.9% |
| YTD | +82.1% | -27.0% | +109.0% | +88.9% |
| 1Y | +84.7% | -37.3% | +122.0% | +93.2% |
| 3Y | +825.6% | +281.9% | +543.8% | +682.1% |
| All | +770.3% | +281.1% | +489.3% | +598.3% |
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