+113.2%
WDC vs IR
+11.7%
+101.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.3% | -6.5% |
| 7D | -18.3% | +11.6% | -29.9% | -23.5% |
| 30D | -26.7% | +7.2% | -33.8% | -29.6% |
| 3M | -40.9% | -5.9% | -35.1% | -39.0% |
| 6M | -26.8% | +11.5% | -38.2% | -32.7% |
| YTD | +88.2% | +6.3% | +81.8% | +78.1% |
| 1Y | +113.2% | +9.1% | +104.1% | +104.2% |
| All | +113.2% | +11.7% | +101.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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