-42.4%
WDC vs GD
+2.4%
-44.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.3% | -15.0% | -18.2% |
| 7D | -32.3% | -3.9% | -28.4% | -33.6% |
| 30D | -34.9% | +8.1% | -43.0% | -30.8% |
| 3M | -48.4% | -6.8% | -41.7% | -50.5% |
| 6M | -42.4% | +3.0% | -45.4% | -41.0% |
| All | -42.4% | +2.4% | -44.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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