+87.7%
WDC vs PPL
-1.7%
+89.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -1.0% |
| 7D | +16.3% | -2.2% | +18.5% | +14.8% |
| 30D | -18.3% | +1.7% | -19.9% | -17.3% |
| 3M | -31.4% | +0.1% | -31.6% | -30.9% |
| 6M | -36.3% | -1.5% | -34.7% | -35.8% |
| YTD | +80.8% | +3.0% | +77.9% | +80.4% |
| 1Y | +87.7% | -1.4% | +89.1% | +97.5% |
| All | +87.7% | -1.7% | +89.4% | +97.5% |
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