+113.2%
WDC vs GS
+21.8%
+91.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.6% | -10.3% | -10.4% |
| 7D | -18.3% | +0.3% | -18.6% | -18.7% |
| 30D | -26.7% | +3.9% | -30.5% | -29.4% |
| 3M | -40.9% | -11.4% | -29.5% | -33.1% |
| 6M | -26.8% | +3.7% | -30.4% | -27.9% |
| YTD | +88.2% | +7.1% | +81.1% | +75.2% |
| 1Y | +113.2% | +19.7% | +93.5% | +84.3% |
| All | +113.2% | +21.8% | +91.4% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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