+11,005.7%
WDC vs PEP
+3,314.9%
+7,690.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -16.7% | +4.6% | -21.4% | -18.1% |
| 30D | -27.2% | +14.0% | -41.2% | -30.8% |
| 3M | -34.0% | +5.4% | -39.4% | -35.7% |
| 6M | -39.7% | -5.1% | -34.6% | -39.9% |
| YTD | +68.1% | +3.1% | +64.9% | +61.7% |
| 1Y | +66.3% | +4.8% | +61.5% | +59.0% |
| 3Y | +754.4% | -4.1% | +758.5% | +719.3% |
| 5Y | +595.8% | +3.0% | +592.8% | +545.1% |
| 10Y | +660.4% | +89.6% | +570.8% | +466.6% |
| All | +11,005.7% | +3,314.9% | +7,690.8% | +2,428.5% |
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