+668.7%
WDC vs IR
+288.5%
+380.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | -18.8% | +6.1% | -24.8% | -22.2% |
| 6M | +79.0% | -16.8% | +95.8% | +97.4% |
| YTD | +171.6% | -3.5% | +175.1% | +173.9% |
| 1Y | +417.4% | -3.5% | +420.9% | +419.2% |
| 3Y | +1,251.8% | +9.5% | +1,242.3% | +1,152.2% |
| 5Y | +911.7% | +45.1% | +866.6% | +693.9% |
| All | +668.7% | +288.5% | +380.2% | +325.6% |
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 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