+3,186.0%
WDC vs BIDU
+1,083.9%
+2,102.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.2% |
| 7D | +12.1% | -4.6% | +16.6% | +13.6% |
| 30D | -18.8% | -4.5% | -14.3% | -17.7% |
| 3M | -39.3% | -25.4% | -14.0% | -33.9% |
| 6M | -40.1% | -48.1% | +8.0% | -27.6% |
| YTD | +71.8% | -40.2% | +112.0% | +98.9% |
| 1Y | +88.5% | -35.2% | +123.7% | +113.2% |
| 3Y | +770.0% | -27.1% | +797.1% | +812.5% |
| 5Y | +549.0% | -54.2% | +603.2% | +621.5% |
| 10Y | +650.3% | -52.0% | +702.3% | +660.6% |
| All | +3,186.0% | +1,083.9% | +2,102.1% | +1,515.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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