+113.2%
WDC vs GLW
+40.1%
+73.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.8% | -0.9% | -3.3% |
| 7D | -18.3% | -9.5% | -8.8% | -13.2% |
| 30D | -26.7% | -25.5% | -1.2% | -13.2% |
| 3M | -40.9% | -25.6% | -15.4% | -31.4% |
| 6M | -26.8% | -25.5% | -1.3% | -16.2% |
| YTD | +88.2% | +36.4% | +51.8% | +30.2% |
| 1Y | +113.2% | +40.6% | +72.6% | +41.1% |
| All | +113.2% | +40.1% | +73.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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