+61.5%
WDC vs PL
-3.5%
+65.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -4.0% |
| 7D | -28.0% | -6.8% | -21.1% | -26.5% |
| 30D | -34.9% | -29.3% | -5.6% | -29.6% |
| 3M | -41.6% | -44.8% | +3.2% | -33.6% |
| 6M | -45.4% | -68.4% | +23.0% | -31.8% |
| YTD | +53.3% | -36.4% | +89.6% | +64.6% |
| 1Y | +61.5% | +0.7% | +60.8% | +54.3% |
| All | +61.5% | -3.5% | +65.1% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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