+113.2%
WDC vs COMP
+23.8%
+89.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.7% | -14.5% | -7.6% |
| 7D | -18.3% | +9.5% | -27.8% | -19.2% |
| 30D | -26.7% | +8.1% | -34.7% | -27.4% |
| 3M | -40.9% | -16.3% | -24.6% | -39.7% |
| 6M | -26.8% | +42.2% | -69.0% | -32.6% |
| YTD | +88.2% | -5.0% | +93.2% | +76.4% |
| 1Y | +113.2% | +20.1% | +93.1% | +80.7% |
| All | +113.2% | +23.8% | +89.4% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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