+10,029.5%
WDC vs PFE
+3,460.6%
+6,568.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | -28.0% | -3.7% | -24.2% | -26.9% |
| 30D | -34.9% | +5.0% | -39.9% | -36.2% |
| 3M | -41.6% | +12.2% | -53.7% | -44.3% |
| 6M | -45.4% | +14.6% | -60.0% | -48.8% |
| YTD | +53.3% | +24.1% | +29.2% | +38.9% |
| 1Y | +61.5% | +26.6% | +35.0% | +45.0% |
| 3Y | +712.3% | +14.3% | +698.0% | +639.4% |
| 5Y | +524.2% | -21.9% | +546.1% | +545.2% |
| 10Y | +616.5% | +62.6% | +553.9% | +445.7% |
| All | +10,029.5% | +3,460.6% | +6,568.9% | +3,046.2% |
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