+1,328.4%
WDC vs PBR
+101.4%
+1,227.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -4.8% |
| 7D | +4.4% | +4.2% | +0.2% | +3.7% |
| 30D | +5.3% | +22.7% | -17.5% | +1.6% |
| 3M | -5.9% | +21.5% | -27.4% | -9.1% |
| 6M | +73.2% | +24.0% | +49.2% | +64.8% |
| YTD | +167.8% | +88.2% | +79.6% | +132.3% |
| 1Y | +386.0% | +74.8% | +311.2% | +327.0% |
| All | +1,328.4% | +101.4% | +1,227.0% | +1,107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling