+907.7%
WDC vs PR
+147.8%
+759.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -4.9% | -12.5% | -16.6% |
| 7D | -32.3% | -16.5% | -15.8% | -30.4% |
| 30D | -34.9% | -4.5% | -30.4% | -34.4% |
| 3M | -48.4% | +8.5% | -57.0% | -49.2% |
| 6M | -42.4% | -3.3% | -39.1% | -42.4% |
| YTD | +55.5% | +55.7% | -0.2% | +44.5% |
| 1Y | +67.5% | +82.0% | -14.6% | +51.8% |
| 3Y | +727.3% | +62.5% | +664.8% | +657.6% |
| 5Y | +533.3% | +223.9% | +309.4% | +414.3% |
| 10Y | +627.0% | +64.2% | +562.8% | +457.0% |
| All | +907.7% | +147.8% | +759.9% | +697.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling