+712.3%
WDC vs PPL
+56.0%
+656.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.6% |
| 7D | -28.0% | +0.4% | -28.4% | -27.8% |
| 30D | -34.9% | +5.4% | -40.4% | -33.9% |
| 3M | -41.6% | +4.3% | -45.8% | -40.7% |
| 6M | -45.4% | -1.3% | -44.0% | -45.0% |
| YTD | +53.3% | +4.7% | +48.6% | +55.3% |
| 1Y | +61.5% | +1.3% | +60.3% | +63.5% |
| 3Y | +712.3% | +57.2% | +655.1% | +824.1% |
| All | +712.3% | +56.0% | +656.3% | +824.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling