+980.3%
WDC vs IT
-44.8%
+1,025.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.4% | +9.6% | +2.7% |
| 7D | +6.0% | -9.1% | +15.1% | +6.7% |
| 30D | +9.9% | -7.0% | +16.9% | +10.2% |
| 3M | -9.4% | +7.6% | -17.0% | -10.5% |
| 6M | +94.7% | +2.1% | +92.6% | +92.7% |
| YTD | +177.4% | -31.6% | +208.9% | +207.6% |
| 1Y | +412.6% | -29.9% | +442.5% | +455.6% |
| 3Y | +1,359.8% | -51.3% | +1,411.0% | +1,717.8% |
| All | +980.3% | -44.8% | +1,025.1% | +1,084.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling