+113.2%
WDC vs BAX
+46.0%
+67.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.0% | -10.7% | -6.4% |
| 7D | -18.3% | +4.1% | -22.4% | -17.8% |
| 30D | -26.7% | +9.4% | -36.1% | -25.9% |
| 3M | -40.9% | -6.5% | -34.5% | -41.1% |
| 6M | -26.8% | +59.6% | -86.3% | -26.2% |
| YTD | +88.2% | +38.9% | +49.3% | +92.8% |
| 1Y | +113.2% | +48.0% | +65.2% | +123.9% |
| All | +113.2% | +46.0% | +67.1% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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