+66.3%
WDC vs PPL
+1.0%
+65.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -16.7% | 0.0% | -16.8% | -16.6% |
| 30D | -27.2% | +4.3% | -31.5% | -25.3% |
| 3M | -34.0% | +2.9% | -36.9% | -32.4% |
| 6M | -39.7% | +1.1% | -40.8% | -38.6% |
| YTD | +68.1% | +4.5% | +63.6% | +69.0% |
| 1Y | +66.3% | +0.1% | +66.2% | +75.3% |
| All | +66.3% | +1.0% | +65.3% | +75.3% |
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