+411.1%
WDC vs PM
+18.7%
+392.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.4% |
| 7D | +7.5% | -1.2% | +8.7% | +6.7% |
| 30D | +10.1% | -0.2% | +10.2% | +10.3% |
| 3M | -6.8% | +4.9% | -11.7% | -3.2% |
| 6M | +84.1% | +9.0% | +75.1% | +91.7% |
| YTD | +180.3% | +17.8% | +162.5% | +222.6% |
| 1Y | +411.1% | +16.8% | +394.3% | +485.3% |
| All | +411.1% | +18.7% | +392.4% | +485.3% |
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