+1,198.1%
WDC vs APLD
+461.1%
+737.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.8% | +4.1% | +5.7% |
| 7D | +1.7% | +4.1% | -2.3% | +1.3% |
| 30D | -10.0% | -11.7% | +1.8% | -8.7% |
| 3M | -18.8% | -40.3% | +21.5% | -14.0% |
| 6M | +79.0% | -8.0% | +87.0% | +80.8% |
| YTD | +171.6% | +7.5% | +164.0% | +169.4% |
| 1Y | +417.4% | +84.0% | +333.4% | +388.8% |
| 3Y | +1,251.8% | +356.2% | +895.6% | +1,003.0% |
| All | +1,198.1% | +461.1% | +737.1% | +896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling