+79.0%
WDC vs IR
-16.8%
+95.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.1% |
| 7D | +1.7% | -2.8% | +4.6% | +3.4% |
| 30D | -10.0% | -15.1% | +5.2% | -1.2% |
| 3M | -18.8% | +6.1% | -24.8% | -24.5% |
| 6M | +79.0% | -16.8% | +95.8% | +122.6% |
| All | +79.0% | -16.8% | +95.9% | +122.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling