+724.2%
WDC vs PL
+403.1%
+321.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -10.1% | -7.2% | -15.4% |
| 7D | -32.3% | -20.5% | -11.8% | -29.1% |
| 30D | -34.9% | -38.8% | +3.9% | -28.6% |
| 3M | -48.4% | -49.1% | +0.7% | -42.0% |
| 6M | -42.4% | -69.4% | +26.9% | -30.1% |
| YTD | +55.5% | -42.3% | +97.9% | +67.1% |
| 1Y | +67.5% | -14.2% | +81.7% | +67.3% |
| All | +724.2% | +403.1% | +321.1% | +478.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling