+113.2%
WDC vs PSX
+97.5%
+15.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.5% | -2.2% | -7.4% |
| 7D | -18.3% | -5.2% | -13.1% | -18.9% |
| 30D | -26.7% | -3.7% | -22.9% | -27.0% |
| 3M | -40.9% | +26.8% | -67.7% | -38.3% |
| 6M | -26.8% | +47.3% | -74.1% | -19.4% |
| YTD | +88.2% | +105.4% | -17.2% | +118.5% |
| 1Y | +113.2% | +96.9% | +16.3% | +150.3% |
| All | +113.2% | +97.5% | +15.7% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling