+21,705.2%
WDC vs PBR
+1,864.5%
+19,840.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.1% |
| 7D | +6.0% | +2.5% | +3.5% | +5.2% |
| 30D | +9.9% | +19.4% | -9.4% | +4.1% |
| 3M | -9.4% | +20.8% | -30.2% | -14.6% |
| 6M | +94.7% | +23.5% | +71.2% | +80.8% |
| YTD | +177.4% | +83.4% | +94.0% | +128.2% |
| 1Y | +412.6% | +77.6% | +335.0% | +323.7% |
| 3Y | +1,359.8% | +99.9% | +1,259.9% | +1,039.7% |
| 5Y | +992.6% | +567.7% | +424.9% | +454.9% |
| 10Y | +1,245.5% | +621.5% | +624.0% | +472.6% |
| All | +21,705.2% | +1,864.5% | +19,840.7% | +5,817.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling