+108.6%
WDC vs Q
+66.4%
+42.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.8% | -6.9% |
| 7D | -28.0% | +0.3% | -28.2% | -27.7% |
| 30D | -34.9% | -9.8% | -25.1% | -28.4% |
| 3M | -41.6% | -12.2% | -29.3% | -34.9% |
| 6M | -45.4% | -21.6% | -23.8% | -32.5% |
| YTD | +53.3% | +43.6% | +9.7% | +18.8% |
| 1Y | +61.5% | +25.7% | +35.9% | +37.9% |
| All | +108.6% | +66.4% | +42.2% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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