+834.4%
WDC vs AUR
-35.0%
+869.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +7.5% | +11.1% | -3.6% | +5.9% |
| 30D | +10.1% | -6.9% | +16.9% | +11.0% |
| 3M | -6.8% | +5.5% | -12.3% | -7.5% |
| 6M | +84.1% | +41.0% | +43.1% | +75.4% |
| YTD | +180.3% | +69.3% | +111.0% | +161.2% |
| 1Y | +411.1% | +14.0% | +397.0% | +395.4% |
| 3Y | +1,375.0% | +90.1% | +1,284.9% | +1,164.7% |
| 5Y | +991.6% | -34.4% | +1,026.0% | +748.5% |
| All | +834.4% | -35.0% | +869.4% | +624.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling