+712.3%
WDC vs M
+100.8%
+611.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.3% |
| 7D | -28.0% | -4.3% | -23.7% | -27.1% |
| 30D | -34.9% | +1.3% | -36.2% | -35.2% |
| 3M | -41.6% | -7.4% | -34.2% | -40.7% |
| 6M | -45.4% | +18.3% | -63.7% | -48.6% |
| YTD | +53.3% | +7.6% | +45.7% | +47.4% |
| 1Y | +61.5% | +17.4% | +44.1% | +51.9% |
| 3Y | +712.3% | +108.4% | +604.0% | +563.5% |
| All | +712.3% | +100.8% | +611.5% | +563.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling