+412.6%
WDC vs PEP
-1.1%
+413.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.7% |
| 7D | +6.0% | +0.1% | +5.9% | +6.1% |
| 30D | +9.9% | +0.7% | +9.3% | +11.0% |
| 3M | -9.4% | -0.5% | -8.9% | -7.4% |
| 6M | +94.7% | -11.3% | +106.0% | +90.9% |
| YTD | +177.4% | -0.6% | +178.0% | +195.0% |
| 1Y | +412.6% | +1.7% | +410.9% | +448.1% |
| All | +412.6% | -1.1% | +413.7% | +448.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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