+721.3%
WDC vs APLD
+239.8%
+481.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.8% | +0.8% | -4.3% |
| 7D | +12.1% | +2.7% | +9.4% | +11.8% |
| 30D | -18.8% | -21.4% | +2.6% | -16.2% |
| 3M | -39.3% | -47.8% | +8.5% | -34.6% |
| 6M | -40.1% | -64.9% | +24.8% | -32.8% |
| YTD | +71.8% | -34.9% | +106.7% | +80.8% |
| 1Y | +88.5% | -30.7% | +119.2% | +96.8% |
| 3Y | +770.0% | +305.3% | +464.7% | +638.3% |
| All | +721.3% | +239.8% | +481.5% | +568.3% |
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