+333.9%
WDC vs IR
+322.3%
+11.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.3% |
| 7D | -28.0% | +3.7% | -31.6% | -29.4% |
| 30D | -34.9% | +7.4% | -42.4% | -37.6% |
| 3M | -41.6% | -5.9% | -35.6% | -39.5% |
| 6M | -45.4% | +5.6% | -50.9% | -47.6% |
| YTD | +53.3% | +4.8% | +48.4% | +47.3% |
| 1Y | +61.5% | +6.9% | +54.6% | +53.2% |
| 3Y | +712.3% | +27.6% | +684.8% | +592.4% |
| 5Y | +524.2% | +45.8% | +478.4% | +386.3% |
| All | +333.9% | +322.3% | +11.6% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling