+18,229.0%
WDC vs PNR
+3,553.7%
+14,675.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.8% | +3.4% |
| 7D | +6.0% | -3.0% | +9.0% | +7.5% |
| 30D | +9.9% | -14.9% | +24.8% | +18.4% |
| 3M | -9.4% | -19.0% | +9.6% | -1.2% |
| 6M | +94.7% | -35.9% | +130.7% | +137.3% |
| YTD | +177.4% | -43.1% | +220.5% | +255.8% |
| 1Y | +412.6% | -46.4% | +459.0% | +575.4% |
| 3Y | +1,359.8% | -10.8% | +1,370.6% | +1,390.1% |
| 5Y | +992.6% | -18.9% | +1,011.4% | +1,058.2% |
| 10Y | +1,245.5% | +64.4% | +1,181.1% | +930.0% |
| All | +18,229.0% | +3,553.7% | +14,675.3% | +5,289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 all: compounded portfolio wealth divided by compounded PNR 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…
all analysis · Full analysis span regression · 6 months rolling