+1,256.8%
WDC vs PR
+73.2%
+1,183.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +6.3% |
| 7D | +1.7% | +2.9% | -1.2% | +0.9% |
| 30D | -10.0% | +18.0% | -28.0% | -14.4% |
| 3M | -18.8% | +16.9% | -35.6% | -22.5% |
| 6M | +79.0% | +28.2% | +50.8% | +63.7% |
| YTD | +171.6% | +69.3% | +102.2% | +125.0% |
| 1Y | +417.4% | +69.5% | +347.9% | +324.7% |
| All | +1,256.8% | +73.2% | +1,183.6% | +969.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling