+412.6%
WDC vs PFE
+19.4%
+393.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.5% | +1.9% |
| 7D | +6.0% | -2.7% | +8.7% | +5.7% |
| 30D | +9.9% | +3.8% | +6.1% | +10.1% |
| 3M | -9.4% | +10.4% | -19.8% | -8.1% |
| 6M | +94.7% | +6.3% | +88.5% | +100.0% |
| YTD | +177.4% | +17.4% | +160.0% | +168.6% |
| 1Y | +412.6% | +21.1% | +391.4% | +385.3% |
| All | +412.6% | +19.4% | +393.2% | +385.3% |
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