-43.8%
WDC vs IR
+14.8%
-58.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.7% | +5.2% | +7.1% |
| 7D | -14.4% | +5.0% | -19.4% | -16.3% |
| 30D | -27.1% | +10.3% | -37.4% | -30.2% |
| 3M | -33.3% | -0.1% | -33.2% | -34.1% |
| All | -43.8% | +14.8% | -58.6% | -51.2% |
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 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