+1,328.4%
WDC vs BG
+20.1%
+1,308.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.6% |
| 7D | +4.4% | +3.7% | +0.7% | +3.6% |
| 30D | +5.3% | +12.3% | -7.1% | +2.8% |
| 3M | -5.9% | -2.2% | -3.7% | -5.6% |
| 6M | +73.2% | +5.3% | +67.9% | +70.8% |
| YTD | +167.8% | +42.4% | +125.4% | +150.1% |
| 1Y | +386.0% | +55.2% | +330.8% | +346.7% |
| All | +1,328.4% | +20.1% | +1,308.4% | +1,189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling