+1,330.5%
WDC vs CAPR
+56.4%
+1,274.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.9% |
| 7D | +1.7% | -2.0% | +3.7% | +1.8% |
| 30D | -10.0% | +139.2% | -149.1% | -10.3% |
| 3M | -18.8% | -66.4% | +47.6% | -18.5% |
| 6M | +79.0% | -63.1% | +142.2% | +79.5% |
| YTD | +171.6% | -67.4% | +239.0% | +172.3% |
| 1Y | +417.4% | +58.2% | +359.1% | +415.9% |
| All | +1,330.5% | +56.4% | +1,274.1% | +1,258.8% |
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