+5,093.9%
WDC vs BIDU
+1,407.1%
+3,686.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.8% | +4.6% |
| 7D | +1.7% | +2.4% | -0.7% | +1.1% |
| 30D | -10.0% | -10.5% | +0.5% | -7.0% |
| 3M | -18.8% | -26.2% | +7.5% | -11.1% |
| 6M | +79.0% | -16.4% | +95.4% | +87.9% |
| YTD | +171.6% | -23.9% | +195.4% | +192.9% |
| 1Y | +417.4% | +1.3% | +416.1% | +410.3% |
| 3Y | +1,251.8% | -32.1% | +1,283.9% | +1,343.5% |
| 5Y | +911.7% | -39.0% | +950.7% | +931.2% |
| 10Y | +1,399.6% | -44.0% | +1,443.7% | +1,348.8% |
| All | +5,093.9% | +1,407.1% | +3,686.8% | +2,278.2% |
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