+1,330.5%
WDC vs IR
+10.0%
+1,320.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.1% |
| 7D | +1.7% | -2.8% | +4.6% | +3.6% |
| 30D | -10.0% | -15.1% | +5.2% | 0.0% |
| 3M | -18.8% | +6.1% | -24.8% | -22.8% |
| 6M | +79.0% | -16.8% | +95.8% | +99.1% |
| YTD | +171.6% | -3.5% | +175.1% | +172.6% |
| 1Y | +417.4% | -3.5% | +420.9% | +417.1% |
| All | +1,330.5% | +10.0% | +1,320.5% | +1,261.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling