+417.4%
WDC vs AU
+100.5%
+316.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.3% | +8.2% | +6.8% |
| 7D | +1.7% | -3.6% | +5.4% | +3.1% |
| 30D | -10.0% | +23.9% | -33.8% | -19.1% |
| 3M | -18.8% | +19.1% | -37.8% | -26.1% |
| 6M | +79.0% | -0.2% | +79.2% | +72.6% |
| YTD | +171.6% | +32.5% | +139.1% | +130.4% |
| 1Y | +417.4% | +96.9% | +320.4% | +273.3% |
| All | +417.4% | +100.5% | +316.9% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling