+928.6%
WDC vs P
+276.6%
+652.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.4% | +4.5% | +5.3% |
| 7D | +1.7% | +6.5% | -4.8% | -1.1% |
| 30D | -10.0% | +18.8% | -28.8% | -17.5% |
| 3M | -18.8% | +26.7% | -45.5% | -26.8% |
| 6M | +79.0% | +62.2% | +16.9% | +44.2% |
| YTD | +171.6% | +48.5% | +123.1% | +125.6% |
| 1Y | +417.4% | +26.4% | +391.0% | +348.1% |
| 3Y | +1,251.8% | +159.4% | +1,092.4% | +716.4% |
| All | +928.6% | +276.6% | +652.0% | +415.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling