+770.5%
WDC vs COMP
-47.7%
+818.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 3M | -18.8% | +41.1% | -59.9% | -23.5% |
| 6M | +79.0% | +17.2% | +61.9% | +71.6% |
| YTD | +171.6% | +5.2% | +166.4% | +162.4% |
| 1Y | +417.4% | +18.9% | +398.5% | +387.1% |
| 3Y | +1,251.8% | +215.9% | +1,035.9% | +933.6% |
| 5Y | +911.7% | -31.2% | +942.9% | +720.4% |
| All | +770.5% | -47.7% | +818.2% | +616.1% |
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