+113.2%
WDC vs GFS
+15.5%
+97.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.9% | -0.8% | -2.8% |
| 7D | -18.3% | -12.5% | -5.8% | -10.7% |
| 30D | -26.7% | -16.9% | -9.7% | -17.4% |
| 3M | -40.9% | -22.3% | -18.7% | -31.7% |
| 6M | -26.8% | -40.2% | +13.5% | +3.5% |
| YTD | +88.2% | +16.0% | +72.2% | +58.9% |
| 1Y | +113.2% | +17.7% | +95.5% | +80.0% |
| All | +113.2% | +15.5% | +97.7% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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