+20,654.4%
WDC vs IT
+6,324.9%
+14,329.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.2% | +7.7% |
| 7D | -3.2% | -6.8% | +3.6% | -0.8% |
| 30D | -19.0% | -0.6% | -18.5% | -19.6% |
| 3M | -28.4% | +3.1% | -31.5% | -30.8% |
| 6M | -39.2% | +25.5% | -64.7% | -47.6% |
| YTD | +82.1% | -23.5% | +105.6% | +79.8% |
| 1Y | +84.7% | -16.6% | +101.3% | +76.4% |
| 3Y | +825.6% | -53.1% | +878.8% | +953.3% |
| 5Y | +608.2% | -41.4% | +649.6% | +636.0% |
| 10Y | +695.1% | +90.9% | +604.2% | +436.9% |
| All | +20,654.4% | +6,324.9% | +14,329.5% | +3,896.0% |
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