+1,330.5%
WDC vs APLD
+379.5%
+951.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.8% | +4.1% | +5.6% |
| 7D | +1.7% | +4.1% | -2.3% | +1.1% |
| 30D | -10.0% | -11.7% | +1.8% | -8.3% |
| 3M | -18.8% | -40.3% | +21.5% | -12.3% |
| 6M | +79.0% | -8.0% | +87.0% | +81.4% |
| YTD | +171.6% | +7.5% | +164.0% | +169.2% |
| 1Y | +417.4% | +84.0% | +333.4% | +384.2% |
| All | +1,330.5% | +379.5% | +951.1% | +1,066.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling