+822.0%
WDC vs PPL
+54.3%
+767.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.0% |
| 7D | -3.2% | -1.0% | -2.3% | -3.5% |
| 30D | -19.0% | +3.0% | -22.1% | -18.2% |
| 3M | -28.4% | +1.1% | -29.6% | -27.9% |
| 6M | -39.2% | -0.8% | -38.5% | -38.9% |
| YTD | +82.1% | +3.5% | +78.6% | +83.8% |
| 1Y | +84.7% | -0.9% | +85.6% | +86.0% |
| All | +822.0% | +54.3% | +767.7% | +923.9% |
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