-45.4%
WDC vs M
+19.3%
-64.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.4% |
| 7D | -28.0% | -4.3% | -23.7% | -27.3% |
| 30D | -34.9% | +1.3% | -36.2% | -34.1% |
| 3M | -41.6% | -7.4% | -34.2% | -40.6% |
| 6M | -45.4% | +18.3% | -63.7% | -47.0% |
| All | -45.4% | +19.3% | -64.7% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling