+84.7%
WDC vs BAX
+48.0%
+36.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.3% |
| 7D | -3.2% | -0.6% | -2.6% | -3.3% |
| 30D | -19.0% | +6.3% | -25.3% | -18.5% |
| 3M | -28.4% | -4.6% | -23.9% | -28.5% |
| 6M | -39.2% | +50.4% | -89.6% | -38.7% |
| YTD | +82.1% | +38.0% | +44.0% | +83.2% |
| 1Y | +84.7% | +44.6% | +40.0% | +87.6% |
| All | +84.7% | +48.0% | +36.6% | +87.6% |
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