+567.0%
WDC vs PR
+273.3%
+293.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.3% |
| 7D | +12.1% | +6.0% | +6.1% | +10.4% |
| 30D | -18.8% | -4.2% | -14.6% | -17.8% |
| 3M | -39.3% | +10.0% | -49.3% | -41.0% |
| 6M | -40.1% | +15.6% | -55.7% | -42.8% |
| YTD | +71.8% | +68.2% | +3.6% | +46.6% |
| 1Y | +88.5% | +79.2% | +9.3% | +57.6% |
| 3Y | +770.0% | +94.9% | +675.1% | +599.5% |
| All | +567.0% | +273.3% | +293.7% | +336.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling