+88.5%
WDC vs PFE
+18.8%
+69.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -4.9% |
| 7D | +12.1% | -1.7% | +13.8% | +11.4% |
| 30D | -18.8% | +0.3% | -19.1% | -18.2% |
| 3M | -39.3% | +9.4% | -48.7% | -36.7% |
| 6M | -40.1% | +14.9% | -55.0% | -34.6% |
| YTD | +71.8% | +23.8% | +48.0% | +77.1% |
| 1Y | +88.5% | +19.5% | +68.9% | +96.3% |
| All | +88.5% | +18.8% | +69.6% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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