-39.2%
WDC vs RL
+11.2%
-50.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.4% | +9.7% | +8.8% |
| 7D | -3.2% | -4.4% | +1.1% | -2.0% |
| 30D | -19.0% | +5.6% | -24.6% | -18.9% |
| 3M | -28.4% | -0.6% | -27.8% | -27.3% |
| 6M | -39.2% | +15.5% | -54.7% | -41.9% |
| All | -39.2% | +11.2% | -50.5% | -41.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling