+84.1%
WDC vs BKNG
-2.6%
+86.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.9% | -0.4% |
| 7D | +7.5% | -13.1% | +20.6% | +1.9% |
| 30D | +10.1% | -18.5% | +28.6% | +2.0% |
| 3M | -6.8% | +5.8% | -12.6% | -11.7% |
| 6M | +84.1% | -2.1% | +86.3% | +76.1% |
| All | +84.1% | -2.6% | +86.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 6mo: compounded portfolio wealth divided by compounded BKNG 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…
6mo analysis · Full analysis span regression · 6 months rolling