+66.3%
WDC vs PM
+32.2%
+34.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | +0.1% |
| 7D | -16.7% | -6.6% | -10.1% | -19.8% |
| 30D | -27.2% | -3.4% | -23.8% | -28.0% |
| 3M | -34.0% | +5.3% | -39.3% | -30.8% |
| 6M | -39.7% | +15.5% | -55.2% | -34.8% |
| YTD | +68.1% | +24.3% | +43.8% | +104.0% |
| 1Y | +66.3% | +29.7% | +36.6% | +111.3% |
| All | +66.3% | +32.2% | +34.1% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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