+393.6%
WDC vs P
+469.1%
-75.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -2.9% |
| 7D | -28.0% | -23.8% | -4.1% | -18.9% |
| 30D | -34.9% | -36.6% | +1.7% | -21.0% |
| 3M | -41.6% | +10.9% | -52.4% | -45.0% |
| 6M | -45.4% | +30.0% | -75.4% | -52.0% |
| YTD | +53.3% | +44.4% | +8.9% | +28.9% |
| 1Y | +61.5% | +3.9% | +57.6% | +51.5% |
| 3Y | +712.3% | +176.6% | +535.8% | +378.0% |
| 5Y | +524.2% | +249.3% | +275.0% | +220.8% |
| 10Y | +616.5% | +726.9% | -110.4% | +161.8% |
| All | +393.6% | +469.1% | -75.6% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling