+84.1%
WDC vs REGN
+6.6%
+77.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.0% |
| 7D | +7.5% | -5.2% | +12.7% | +6.9% |
| 30D | +10.1% | +0.1% | +10.0% | +10.0% |
| 3M | -6.8% | +31.2% | -38.0% | -6.7% |
| 6M | +84.1% | +3.6% | +80.5% | +110.8% |
| All | +84.1% | +6.6% | +77.6% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 6mo: compounded portfolio wealth divided by compounded REGN 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…
6mo analysis · Full analysis span regression · 6 months rolling