+998.6%
WDC vs GTLB
-47.1%
+1,045.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +5.7% |
| 7D | +1.7% | +11.1% | -9.3% | +0.2% |
| 30D | -10.0% | +37.8% | -47.8% | -14.2% |
| 3M | -18.8% | +61.6% | -80.3% | -24.8% |
| 6M | +79.0% | +98.9% | -19.9% | +58.8% |
| YTD | +171.6% | +32.8% | +138.8% | +155.6% |
| 1Y | +417.4% | +14.7% | +402.7% | +396.8% |
| 3Y | +1,251.8% | +1.3% | +1,250.4% | +1,180.0% |
| All | +998.6% | -47.1% | +1,045.8% | +841.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 all: compounded portfolio wealth divided by compounded GTLB 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…
all analysis · Full analysis span regression · 6 months rolling