+567.0%
WDC vs COMP
-10.9%
+577.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -5.3% |
| 7D | +12.1% | 0.0% | +12.1% | +12.1% |
| 30D | -18.8% | +16.6% | -35.4% | -20.9% |
| 3M | -39.3% | -23.5% | -15.8% | -37.2% |
| 6M | -40.1% | +25.7% | -65.9% | -43.2% |
| YTD | +71.8% | -3.4% | +75.2% | +67.3% |
| 1Y | +88.5% | +7.6% | +80.9% | +80.3% |
| 3Y | +770.0% | +423.6% | +346.4% | +502.2% |
| All | +567.0% | -10.9% | +577.9% | +436.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling