+79.0%
WDC vs AR
+6.9%
+72.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +5.6% |
| 7D | +1.7% | +2.5% | -0.8% | +2.9% |
| 30D | -10.0% | +14.8% | -24.8% | -4.3% |
| 3M | -18.8% | +6.2% | -25.0% | -14.6% |
| 6M | +79.0% | +4.3% | +74.7% | +85.9% |
| All | +79.0% | +6.9% | +72.2% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 6mo: compounded portfolio wealth divided by compounded AR 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…
6mo analysis · Full analysis span regression · 6 months rolling