+84.7%
WDC vs DIA
+12.2%
+72.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +7.3% |
| 7D | -3.2% | -1.6% | -1.6% | +1.1% |
| 30D | -19.0% | +1.3% | -20.3% | -19.8% |
| 3M | -28.4% | -2.1% | -26.4% | -24.5% |
| 6M | -39.2% | +6.2% | -45.5% | -47.0% |
| YTD | +82.1% | +10.3% | +71.7% | +45.1% |
| 1Y | +84.7% | +11.0% | +73.7% | +45.9% |
| All | +84.7% | +12.2% | +72.5% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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