+84.7%
WDC vs COMP
+16.3%
+68.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +8.0% |
| 7D | -3.2% | +2.2% | -5.4% | -3.4% |
| 30D | -19.0% | +16.3% | -35.4% | -20.5% |
| 3M | -28.4% | -19.1% | -9.3% | -26.4% |
| 6M | -39.2% | +17.1% | -56.3% | -41.9% |
| YTD | +82.1% | -2.9% | +85.0% | +70.1% |
| 1Y | +84.7% | +8.8% | +75.9% | +68.6% |
| All | +84.7% | +16.3% | +68.3% | +68.6% |
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