+66.3%
WDC vs IR
+10.3%
+56.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | -16.7% | +1.5% | -18.3% | -17.2% |
| 30D | -27.2% | +9.0% | -36.2% | -30.6% |
| 3M | -34.0% | -0.9% | -33.1% | -33.7% |
| 6M | -39.7% | +13.4% | -53.1% | -44.9% |
| YTD | +68.1% | +8.5% | +59.6% | +57.4% |
| 1Y | +66.3% | +11.3% | +55.1% | +57.7% |
| All | +66.3% | +10.3% | +56.0% | +57.7% |
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