+712.3%
WDC vs COMP
+353.8%
+358.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.2% | -2.7% |
| 7D | -28.0% | +13.4% | -41.4% | -29.0% |
| 30D | -34.9% | +11.1% | -46.0% | -35.8% |
| 3M | -41.6% | -18.8% | -22.7% | -40.3% |
| 6M | -45.4% | +10.5% | -55.9% | -46.8% |
| YTD | +53.3% | -3.4% | +56.7% | +49.2% |
| 1Y | +61.5% | +19.7% | +41.8% | +53.1% |
| 3Y | +712.3% | +381.6% | +330.7% | +571.3% |
| All | +712.3% | +353.8% | +358.6% | +571.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling