+113.2%
WDC vs CAPR
+47.4%
+65.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.3% | -15.0% | -6.7% |
| 7D | -18.3% | +43.2% | -61.5% | -18.2% |
| 30D | -26.7% | +14.7% | -41.3% | -26.6% |
| 3M | -40.9% | +113.9% | -154.9% | -40.7% |
| 6M | -26.8% | -73.4% | +46.6% | -26.9% |
| YTD | +88.2% | -69.1% | +157.3% | +88.1% |
| 1Y | +113.2% | +47.2% | +66.0% | +120.9% |
| All | +113.2% | +47.4% | +65.8% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling