+724.2%
WDC vs PR
+61.1%
+663.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -4.9% | -12.5% | -15.9% |
| 7D | -32.3% | -16.5% | -15.8% | -28.6% |
| 30D | -34.9% | -4.5% | -30.4% | -33.9% |
| 3M | -48.4% | +8.5% | -57.0% | -50.1% |
| 6M | -42.4% | -3.3% | -39.1% | -42.3% |
| YTD | +55.5% | +55.7% | -0.2% | +29.1% |
| 1Y | +67.5% | +82.0% | -14.6% | +29.7% |
| All | +724.2% | +61.1% | +663.1% | +550.2% |
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