+1,330.5%
WDC vs PM
+120.4%
+1,210.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.8% | +5.4% |
| 7D | +1.7% | -4.9% | +6.6% | +0.5% |
| 30D | -10.0% | -3.4% | -6.6% | -10.6% |
| 3M | -18.8% | +5.2% | -23.9% | -17.8% |
| 6M | +79.0% | +3.7% | +75.3% | +80.4% |
| YTD | +171.6% | +15.8% | +155.8% | +178.4% |
| 1Y | +417.4% | +17.4% | +400.0% | +433.5% |
| All | +1,330.5% | +120.4% | +1,210.2% | +1,270.3% |
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 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