+411.1%
WDC vs PBF
+172.0%
+239.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.0% |
| 7D | +7.5% | +1.4% | +6.1% | +7.5% |
| 30D | +10.1% | +15.8% | -5.8% | +10.1% |
| 3M | -6.8% | +90.3% | -97.1% | -1.7% |
| 6M | +84.1% | +102.8% | -18.7% | +93.7% |
| YTD | +180.3% | +187.3% | -7.1% | +192.2% |
| 1Y | +411.1% | +161.8% | +249.2% | +459.5% |
| All | +411.1% | +172.0% | +239.1% | +459.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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