+1,256.8%
WDC vs COMP
+215.9%
+1,040.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.3% | +5.8% |
| 7D | +1.7% | +1.4% | +0.4% | +1.5% |
| 30D | -10.0% | -13.3% | +3.4% | -8.4% |
| 3M | -18.8% | +41.1% | -59.9% | -23.0% |
| 6M | +79.0% | +17.2% | +61.9% | +71.8% |
| YTD | +171.6% | +5.2% | +166.4% | +162.1% |
| 1Y | +417.4% | +18.9% | +398.5% | +388.6% |
| All | +1,256.8% | +215.9% | +1,040.9% | +1,069.4% |
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