+113.2%
WDC vs EXEL
+92.4%
+20.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -6.9% |
| 7D | -18.3% | +9.8% | -28.1% | -20.5% |
| 30D | -26.7% | +23.6% | -50.3% | -31.2% |
| 3M | -40.9% | +29.9% | -70.9% | -45.4% |
| 6M | -26.8% | +64.7% | -91.5% | -40.2% |
| YTD | +88.2% | +66.0% | +22.2% | +50.8% |
| 1Y | +113.2% | +92.0% | +21.2% | +55.4% |
| All | +113.2% | +92.4% | +20.8% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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