+1,285.8%
WDC vs LUMN
+385.3%
+900.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.2% |
| 7D | -4.3% | +2.5% | -6.8% | -4.6% |
| 30D | -1.5% | +10.3% | -11.8% | -2.6% |
| 3M | -15.5% | -18.3% | +2.8% | -13.8% |
| 6M | +66.5% | +4.4% | +62.1% | +66.2% |
| YTD | +159.9% | -10.7% | +170.5% | +161.6% |
| 1Y | +366.0% | +14.0% | +352.0% | +363.8% |
| 3Y | +1,285.8% | +406.6% | +879.3% | +1,258.1% |
| All | +1,285.8% | +385.3% | +900.5% | +1,258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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