-48.4%
WDC vs APLD
-54.4%
+6.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -14.7% | -2.7% | -10.1% |
| 7D | -32.3% | -27.0% | -5.3% | -21.5% |
| 30D | -34.9% | -44.1% | +9.2% | -20.2% |
| 3M | -48.4% | -52.6% | +4.1% | -33.2% |
| All | -48.4% | -54.4% | +6.0% | -33.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling