+1,359.8%
WDC vs IT
-51.4%
+1,411.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.4% | +9.6% | +1.4% |
| 7D | +6.0% | -9.1% | +15.1% | +5.1% |
| 30D | +9.9% | -7.0% | +16.9% | +9.4% |
| 3M | -9.4% | +7.6% | -17.0% | -6.6% |
| 6M | +94.7% | +2.1% | +92.6% | +101.5% |
| YTD | +177.4% | -31.6% | +208.9% | +208.2% |
| 1Y | +412.6% | -29.9% | +442.5% | +460.6% |
| 3Y | +1,359.8% | -51.3% | +1,411.0% | +1,867.6% |
| All | +1,359.8% | -51.4% | +1,411.1% | +1,867.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling