+117.7%
WDC vs IRE
-97.2%
+214.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +39.6% | -41.0% | -8.2% |
| 7D | -28.0% | -27.2% | -0.8% | -25.6% |
| 30D | -34.9% | -75.1% | +40.2% | -21.3% |
| 3M | -41.6% | -77.9% | +36.3% | -30.2% |
| 6M | -45.4% | -94.6% | +49.2% | -25.4% |
| YTD | +53.3% | -91.5% | +144.8% | +81.4% |
| 1Y | +61.5% | -97.8% | +159.4% | +115.5% |
| All | +117.7% | -97.2% | +214.9% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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