+84.7%
WDC vs O
+10.9%
+73.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.3% | +8.4% |
| 7D | -3.2% | +0.6% | -3.8% | -2.5% |
| 30D | -19.0% | +9.4% | -28.5% | -8.2% |
| 3M | -28.4% | -2.4% | -26.1% | -28.6% |
| 6M | -39.2% | -1.9% | -37.4% | -37.8% |
| YTD | +82.1% | +10.5% | +71.6% | +104.8% |
| 1Y | +84.7% | +10.0% | +74.7% | +104.1% |
| All | +84.7% | +10.9% | +73.8% | +104.1% |
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