+113.2%
WDC vs AUR
-17.4%
+130.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.4% | -2.3% | -5.1% |
| 7D | -18.3% | -19.8% | +1.5% | -11.6% |
| 30D | -26.7% | -29.0% | +2.4% | -17.0% |
| 3M | -40.9% | -43.6% | +2.6% | -27.8% |
| 6M | -26.8% | -36.6% | +9.9% | -15.6% |
| YTD | +88.2% | +6.3% | +81.9% | +75.9% |
| 1Y | +113.2% | -9.0% | +122.2% | +102.4% |
| All | +113.2% | -17.4% | +130.6% | +102.4% |
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