+417.4%
WDC vs PR
+76.5%
+340.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +5.7% |
| 7D | +1.7% | +2.9% | -1.2% | +2.0% |
| 30D | -10.0% | +18.0% | -28.0% | -9.0% |
| 3M | -18.8% | +16.9% | -35.6% | -16.7% |
| 6M | +79.0% | +28.2% | +50.8% | +81.9% |
| YTD | +171.6% | +69.3% | +102.2% | +182.1% |
| 1Y | +417.4% | +69.5% | +347.9% | +402.2% |
| All | +417.4% | +76.5% | +340.9% | +402.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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