+528.7%
WDC vs PR
+225.0%
+303.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.9% |
| 7D | -28.0% | -16.4% | -11.5% | -24.5% |
| 30D | -34.9% | -1.9% | -33.0% | -34.6% |
| 3M | -41.6% | +8.0% | -49.5% | -43.0% |
| 6M | -45.4% | +4.1% | -49.5% | -46.4% |
| YTD | +53.3% | +58.7% | -5.4% | +32.8% |
| 1Y | +61.5% | +75.8% | -14.3% | +35.6% |
| 3Y | +712.3% | +73.2% | +639.2% | +572.6% |
| All | +528.7% | +225.0% | +303.7% | +326.3% |
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