+66.3%
WDC vs PR
+67.7%
-1.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -16.7% | -9.5% | -7.2% | -17.2% |
| 30D | -27.2% | -5.7% | -21.5% | -26.9% |
| 3M | -34.0% | +3.0% | -37.0% | -33.2% |
| 6M | -39.7% | +11.8% | -51.5% | -37.5% |
| YTD | +68.1% | +58.5% | +9.6% | +80.0% |
| 1Y | +66.3% | +69.9% | -3.6% | +70.4% |
| All | +66.3% | +67.7% | -1.4% | +70.4% |
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