+113.2%
WDC vs CARR
-1.4%
+114.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.5% | -7.3% | -7.1% |
| 7D | -18.3% | -0.7% | -17.7% | -18.0% |
| 30D | -26.7% | +0.3% | -27.0% | -26.9% |
| 3M | -40.9% | -14.9% | -26.0% | -33.7% |
| 6M | -26.8% | -14.9% | -11.9% | -16.6% |
| YTD | +88.2% | +7.0% | +81.2% | +71.1% |
| 1Y | +113.2% | -1.8% | +114.9% | +101.4% |
| All | +113.2% | -1.4% | +114.6% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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