+417.4%
WDC vs O
+11.2%
+406.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +5.0% |
| 7D | +1.7% | -0.7% | +2.5% | +1.0% |
| 30D | -10.0% | -1.9% | -8.1% | -11.6% |
| 3M | -18.8% | +3.8% | -22.6% | -17.1% |
| 6M | +79.0% | -4.7% | +83.8% | +75.9% |
| YTD | +171.6% | +12.5% | +159.1% | +185.9% |
| 1Y | +417.4% | +10.8% | +406.6% | +455.8% |
| All | +417.4% | +11.2% | +406.2% | +455.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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