+417.4%
WDC vs AUR
+11.8%
+405.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.8% |
| 7D | +1.7% | +8.7% | -7.0% | -1.5% |
| 30D | -10.0% | -5.2% | -4.7% | -8.6% |
| 3M | -18.8% | -7.3% | -11.4% | -17.0% |
| 6M | +79.0% | +41.2% | +37.8% | +55.4% |
| YTD | +171.6% | +65.1% | +106.4% | +125.4% |
| 1Y | +417.4% | +13.4% | +404.0% | +353.2% |
| All | +417.4% | +11.8% | +405.6% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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