+1,330.5%
WDC vs RL
+214.6%
+1,115.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.0% | +3.8% | +4.9% |
| 7D | +1.7% | -0.8% | +2.5% | +2.1% |
| 30D | -10.0% | -7.8% | -2.2% | -6.9% |
| 3M | -18.8% | -4.0% | -14.8% | -18.2% |
| 6M | +79.0% | -1.9% | +80.9% | +77.1% |
| YTD | +171.6% | -0.2% | +171.7% | +165.7% |
| 1Y | +417.4% | +10.7% | +406.7% | +378.5% |
| All | +1,330.5% | +214.6% | +1,115.9% | +831.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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