+113.2%
WDC vs GILD
+45.2%
+68.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.2% | -11.0% | -5.8% |
| 7D | -18.3% | +9.6% | -27.9% | -16.7% |
| 30D | -26.7% | +20.6% | -47.3% | -24.2% |
| 3M | -40.9% | +29.7% | -70.7% | -38.3% |
| 6M | -26.8% | +33.1% | -59.9% | -22.8% |
| YTD | +88.2% | +44.7% | +43.5% | +97.5% |
| 1Y | +113.2% | +45.4% | +67.8% | +123.7% |
| All | +113.2% | +45.2% | +68.0% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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