+417.4%
WDC vs GM
+53.0%
+364.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.0% | +5.6% |
| 7D | +1.7% | +1.9% | -0.2% | +1.0% |
| 30D | -10.0% | -1.4% | -8.6% | -9.5% |
| 3M | -18.8% | +5.9% | -24.7% | -21.3% |
| 6M | +79.0% | +12.4% | +66.6% | +68.2% |
| YTD | +171.6% | +8.6% | +162.9% | +156.6% |
| 1Y | +417.4% | +52.6% | +364.8% | +394.2% |
| All | +417.4% | +53.0% | +364.4% | +394.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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