+724.2%
WDC vs COMP
+309.8%
+414.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -8.2% | -9.2% | -16.3% |
| 7D | -32.3% | -1.8% | -30.5% | -32.1% |
| 30D | -34.9% | -0.8% | -34.1% | -34.8% |
| 3M | -48.4% | -28.1% | -20.3% | -46.5% |
| 6M | -42.4% | +27.0% | -69.4% | -45.1% |
| YTD | +55.5% | -12.8% | +68.3% | +53.4% |
| 1Y | +67.5% | +4.9% | +62.6% | +61.5% |
| All | +724.2% | +309.8% | +414.4% | +590.3% |
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