+9,703.9%
WDC vs LNG
+1,108.8%
+8,595.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.6% | +2.4% |
| 7D | +6.0% | -6.2% | +12.2% | +6.3% |
| 30D | +9.9% | +8.0% | +1.9% | +9.5% |
| 3M | -9.4% | +16.9% | -26.3% | -10.2% |
| 6M | +94.7% | +8.7% | +86.1% | +93.3% |
| YTD | +177.4% | +43.0% | +134.4% | +171.3% |
| 1Y | +412.6% | +19.4% | +393.2% | +405.8% |
| 3Y | +1,359.8% | +74.7% | +1,285.1% | +1,311.0% |
| 5Y | +992.6% | +222.4% | +770.1% | +921.1% |
| 10Y | +1,245.5% | +532.2% | +713.3% | +1,115.8% |
| All | +9,703.9% | +1,108.8% | +8,595.1% | +7,579.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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