+66.6%
WDC vs P
+10.7%
+56.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.3% | +3.6% | +6.5% |
| 7D | -14.4% | -9.6% | -4.8% | -9.2% |
| 30D | -27.1% | -33.4% | +6.4% | -10.4% |
| 3M | -33.3% | +14.2% | -47.5% | -39.1% |
| 6M | -39.6% | +31.6% | -71.2% | -50.1% |
| YTD | +68.4% | +53.5% | +14.9% | +27.3% |
| All | +66.6% | +10.7% | +56.0% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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