+398.5%
WDC vs COMP
-56.6%
+455.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -8.2% | -9.2% | -16.1% |
| 7D | -32.3% | -1.8% | -30.5% | -32.1% |
| 30D | -34.9% | -0.8% | -34.1% | -34.9% |
| 3M | -48.4% | -28.1% | -20.3% | -46.1% |
| 6M | -42.4% | +27.0% | -69.4% | -45.5% |
| YTD | +55.5% | -12.8% | +68.3% | +54.0% |
| 1Y | +67.5% | +4.9% | +62.6% | +61.1% |
| 3Y | +727.3% | +321.0% | +406.3% | +502.7% |
| 5Y | +533.3% | -25.6% | +558.9% | +414.1% |
| All | +398.5% | -56.6% | +455.2% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling