+1,330.5%
WDC vs COO
-22.0%
+1,352.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.3% | +6.1% |
| 7D | +1.7% | -2.2% | +4.0% | +2.1% |
| 30D | -10.0% | -7.0% | -2.9% | -8.9% |
| 3M | -18.8% | +12.2% | -31.0% | -22.2% |
| 6M | +79.0% | -15.1% | +94.1% | +88.0% |
| YTD | +171.6% | -15.1% | +186.6% | +185.0% |
| 1Y | +417.4% | +2.3% | +415.0% | +408.8% |
| All | +1,330.5% | -22.0% | +1,352.5% | +1,376.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling