+19,484.6%
WDC vs IT
+6,296.6%
+13,188.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.2% |
| 7D | +12.1% | +1.1% | +11.0% | +11.8% |
| 30D | -18.8% | -1.8% | -17.0% | -19.1% |
| 3M | -39.3% | +4.8% | -44.1% | -41.6% |
| 6M | -40.1% | +33.0% | -73.1% | -49.3% |
| YTD | +71.8% | -23.8% | +95.6% | +69.9% |
| 1Y | +88.5% | -16.5% | +105.0% | +79.9% |
| 3Y | +770.0% | -53.6% | +823.6% | +893.7% |
| 5Y | +549.0% | -42.1% | +591.2% | +577.1% |
| 10Y | +650.3% | +90.1% | +560.2% | +407.2% |
| All | +19,484.6% | +6,296.6% | +13,188.0% | +3,675.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling