+17,845.4%
WDC vs PEP
+3,172.7%
+14,672.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.5% | +6.1% |
| 7D | +1.7% | -1.4% | +3.1% | +2.2% |
| 30D | -10.0% | +0.2% | -10.2% | -10.2% |
| 3M | -18.8% | -1.1% | -17.6% | -19.6% |
| 6M | +79.0% | -13.5% | +92.5% | +85.2% |
| YTD | +171.6% | -1.2% | +172.7% | +166.8% |
| 1Y | +417.4% | -1.6% | +418.9% | +406.0% |
| 3Y | +1,251.8% | -12.5% | +1,264.3% | +1,248.5% |
| 5Y | +911.7% | +3.0% | +908.7% | +840.9% |
| 10Y | +1,399.6% | +73.9% | +1,325.7% | +1,057.9% |
| All | +17,845.4% | +3,172.7% | +14,672.7% | +4,072.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling