+113.2%
WDC vs M
+36.6%
+76.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.6% | -14.4% | -8.0% |
| 7D | -18.3% | +8.3% | -26.6% | -19.5% |
| 30D | -26.7% | +14.2% | -40.8% | -28.7% |
| 3M | -40.9% | -1.1% | -39.8% | -40.3% |
| 6M | -26.8% | +36.6% | -63.4% | -35.9% |
| YTD | +88.2% | +19.8% | +68.4% | +71.6% |
| 1Y | +113.2% | +37.2% | +76.0% | +85.7% |
| All | +113.2% | +36.6% | +76.6% | +85.7% |
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