+61.5%
WDC vs RF
+21.0%
+40.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -28.0% | -0.9% | -27.0% | -27.6% |
| 30D | -34.9% | +6.0% | -41.0% | -35.9% |
| 3M | -41.6% | -8.9% | -32.7% | -39.6% |
| 6M | -45.4% | +2.3% | -47.7% | -46.9% |
| YTD | +53.3% | +7.6% | +45.7% | +38.6% |
| 1Y | +61.5% | +21.2% | +40.4% | +44.7% |
| All | +61.5% | +21.0% | +40.5% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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