-40.1%
WDC vs EXEL
+38.5%
-78.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -4.8% |
| 7D | +12.1% | -0.8% | +12.9% | +12.3% |
| 30D | -18.8% | +13.1% | -31.9% | -16.9% |
| 3M | -39.3% | +36.3% | -75.6% | -37.2% |
| 6M | -40.1% | +34.5% | -74.7% | -35.8% |
| All | -40.1% | +38.5% | -78.6% | -35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling