+61.5%
WDC vs GS
+11.2%
+50.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | -28.0% | -3.2% | -24.7% | -24.9% |
| 30D | -34.9% | -2.4% | -32.5% | -32.3% |
| 3M | -41.6% | -15.7% | -25.8% | -29.8% |
| 6M | -45.4% | -6.8% | -38.6% | -39.4% |
| YTD | +53.3% | -0.1% | +53.3% | +54.6% |
| 1Y | +61.5% | +12.1% | +49.4% | +49.0% |
| All | +61.5% | +11.2% | +50.3% | +49.0% |
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