+412.6%
WDC vs IR
-7.1%
+419.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +3.0% |
| 7D | +6.0% | +0.6% | +5.4% | +5.6% |
| 30D | +9.9% | -13.6% | +23.6% | +18.7% |
| 3M | -9.4% | +3.7% | -13.1% | -12.9% |
| 6M | +94.7% | -13.1% | +107.8% | +106.7% |
| YTD | +177.4% | -5.1% | +182.5% | +183.9% |
| 1Y | +412.6% | -6.5% | +419.0% | +456.7% |
| All | +412.6% | -7.1% | +419.7% | +456.7% |
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