-40.1%
WDC vs GH
+53.0%
-93.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.0% | -4.1% |
| 7D | +12.1% | +0.6% | +11.5% | +12.0% |
| 30D | -18.8% | -6.9% | -11.9% | -14.8% |
| 3M | -39.3% | -4.9% | -34.4% | -36.2% |
| 6M | -40.1% | +54.1% | -94.2% | -38.8% |
| All | -40.1% | +53.0% | -93.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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