+916.1%
WDC vs PBR
+552.2%
+363.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.1% | -2.8% |
| 7D | -4.3% | +5.4% | -9.7% | -5.1% |
| 30D | -1.5% | +22.9% | -24.4% | -4.9% |
| 3M | -15.5% | +19.6% | -35.1% | -18.1% |
| 6M | +66.5% | +16.5% | +50.0% | +61.0% |
| YTD | +159.9% | +86.7% | +73.2% | +130.3% |
| 1Y | +366.0% | +74.7% | +291.2% | +316.8% |
| 3Y | +1,285.8% | +102.6% | +1,183.3% | +1,094.5% |
| All | +916.1% | +552.2% | +363.9% | +530.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling