+366.0%
WDC vs PBR
+74.3%
+291.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.1% | -3.0% |
| 7D | -4.3% | +5.4% | -9.7% | -4.2% |
| 30D | -1.5% | +22.9% | -24.4% | -1.3% |
| 3M | -15.5% | +19.6% | -35.1% | -15.2% |
| 6M | +66.5% | +16.5% | +50.0% | +64.7% |
| YTD | +159.9% | +86.7% | +73.2% | +165.5% |
| 1Y | +366.0% | +74.7% | +291.2% | +371.0% |
| All | +366.0% | +74.3% | +291.7% | +371.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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