+113.2%
WDC vs IT
-17.9%
+131.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.2% | -6.2% |
| 7D | -18.3% | -5.5% | -12.8% | -19.6% |
| 30D | -26.7% | +10.3% | -37.0% | -22.8% |
| 3M | -40.9% | +11.5% | -52.5% | -36.7% |
| 6M | -26.8% | +40.3% | -67.0% | -7.3% |
| YTD | +88.2% | -17.9% | +106.1% | +107.3% |
| 1Y | +113.2% | -8.8% | +122.0% | +139.6% |
| All | +113.2% | -17.9% | +131.1% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling