+417.4%
WDC vs M
+46.1%
+371.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +5.2% |
| 7D | +1.7% | +4.7% | -3.0% | +0.6% |
| 30D | -10.0% | -9.6% | -0.3% | -7.6% |
| 3M | -18.8% | +0.9% | -19.6% | -20.4% |
| 6M | +79.0% | +22.3% | +56.8% | +62.4% |
| YTD | +171.6% | +6.5% | +165.0% | +156.2% |
| 1Y | +417.4% | +38.8% | +378.6% | +372.7% |
| All | +417.4% | +46.1% | +371.2% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling