+87.7%
WDC vs COO
-13.9%
+101.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.8% |
| 7D | +16.3% | -2.1% | +18.4% | +15.9% |
| 30D | -18.3% | +13.9% | -32.2% | -16.9% |
| 3M | -31.4% | -18.9% | -12.5% | -34.8% |
| 6M | -36.3% | +3.7% | -40.0% | -39.5% |
| YTD | +80.8% | -24.1% | +105.0% | +106.2% |
| 1Y | +87.7% | -14.2% | +101.9% | +98.0% |
| All | +87.7% | -13.9% | +101.6% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling