+916.1%
WDC vs AUR
-35.1%
+951.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | -15.5% | +7.7% | -23.2% | -16.3% |
| 6M | +66.5% | +44.5% | +22.0% | +58.1% |
| YTD | +159.9% | +67.4% | +92.4% | +142.5% |
| 1Y | +366.0% | +15.4% | +350.5% | +351.3% |
| 3Y | +1,285.8% | +94.8% | +1,191.0% | +1,085.0% |
| All | +916.1% | -35.1% | +951.1% | +650.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling