+17,845.4%
WDC vs PFE
+3,346.7%
+14,498.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.3% |
| 7D | +1.7% | +1.8% | 0.0% | +1.0% |
| 30D | -10.0% | +10.2% | -20.2% | -13.5% |
| 3M | -18.8% | +12.7% | -31.4% | -23.2% |
| 6M | +79.0% | +10.5% | +68.5% | +70.3% |
| YTD | +171.6% | +20.2% | +151.4% | +149.6% |
| 1Y | +417.4% | +24.1% | +393.3% | +369.1% |
| 3Y | +1,251.8% | -3.6% | +1,255.4% | +1,213.8% |
| 5Y | +911.7% | -20.9% | +932.6% | +937.9% |
| 10Y | +1,399.6% | +35.8% | +1,363.8% | +1,126.3% |
| All | +17,845.4% | +3,346.7% | +14,498.7% | +5,554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling