+712.3%
WDC vs CAPR
+214.7%
+497.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.5% |
| 7D | -28.0% | +41.1% | -69.0% | -28.0% |
| 30D | -34.9% | +11.1% | -46.0% | -35.0% |
| 3M | -41.6% | +115.3% | -156.9% | -41.8% |
| 6M | -45.4% | -73.8% | +28.4% | -45.2% |
| YTD | +53.3% | -68.8% | +122.1% | +53.7% |
| 1Y | +61.5% | +43.3% | +18.2% | +61.9% |
| 3Y | +712.3% | +214.7% | +497.7% | +674.6% |
| All | +712.3% | +214.7% | +497.7% | +674.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling