+1,285.8%
WDC vs AUR
+84.2%
+1,201.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.2% |
| 7D | -4.3% | +1.4% | -5.7% | -4.5% |
| 30D | -1.5% | -6.4% | +4.9% | -0.6% |
| 3M | -15.5% | +7.7% | -23.2% | -16.4% |
| 6M | +66.5% | +44.5% | +22.0% | +57.0% |
| YTD | +159.9% | +67.4% | +92.4% | +140.5% |
| 1Y | +366.0% | +15.4% | +350.5% | +348.1% |
| 3Y | +1,285.8% | +94.8% | +1,191.0% | +1,101.2% |
| All | +1,285.8% | +84.2% | +1,201.6% | +1,101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling