+113.2%
WDC vs PPL
+1.0%
+112.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | -18.3% | +1.8% | -20.1% | -17.5% |
| 30D | -26.7% | +8.4% | -35.1% | -23.7% |
| 3M | -40.9% | +2.4% | -43.3% | -39.8% |
| 6M | -26.8% | -4.0% | -22.8% | -25.9% |
| YTD | +88.2% | +4.5% | +83.7% | +88.1% |
| 1Y | +113.2% | +1.7% | +111.5% | +128.6% |
| All | +113.2% | +1.0% | +112.2% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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