+17,845.4%
WDC vs BAX
+900.4%
+16,944.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.8% | +5.5% |
| 7D | +1.7% | -1.1% | +2.9% | +2.1% |
| 30D | -10.0% | -5.5% | -4.5% | -8.5% |
| 3M | -18.8% | +33.5% | -52.3% | -27.2% |
| 6M | +79.0% | +35.9% | +43.2% | +58.6% |
| YTD | +171.6% | +35.4% | +136.2% | +138.1% |
| 1Y | +417.4% | +9.8% | +407.6% | +381.6% |
| 3Y | +1,251.8% | -32.7% | +1,284.5% | +1,325.3% |
| 5Y | +911.7% | -65.6% | +977.2% | +1,231.1% |
| 10Y | +1,399.6% | -34.9% | +1,434.6% | +1,480.6% |
| All | +17,845.4% | +900.4% | +16,944.9% | +5,773.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling