+417.4%
WDC vs EXEL
+59.2%
+358.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.9% |
| 7D | +1.7% | +8.4% | -6.6% | -0.7% |
| 30D | -10.0% | +4.1% | -14.0% | -10.8% |
| 3M | -18.8% | +12.4% | -31.2% | -22.0% |
| 6M | +79.0% | +41.5% | +37.5% | +56.0% |
| YTD | +171.6% | +34.6% | +136.9% | +140.0% |
| 1Y | +417.4% | +57.9% | +359.5% | +342.9% |
| All | +417.4% | +59.2% | +358.2% | +342.9% |
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