+772.0%
WDC vs PM
+141.6%
+630.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.3% | +9.1% |
| 7D | -14.4% | -7.3% | -7.1% | -16.4% |
| 30D | -27.1% | -4.0% | -23.0% | -27.7% |
| 3M | -33.3% | +2.7% | -36.0% | -32.2% |
| 6M | -39.6% | +14.9% | -54.4% | -37.0% |
| YTD | +68.4% | +23.5% | +44.9% | +78.8% |
| 1Y | +78.2% | +30.4% | +47.8% | +91.0% |
| 3Y | +772.0% | +143.2% | +628.8% | +882.8% |
| All | +772.0% | +141.6% | +630.4% | +882.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling