+772.0%
WDC vs ROL
+5.5%
+766.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.1% | +7.8% | +10.3% |
| 7D | -14.4% | +7.5% | -21.9% | -13.2% |
| 30D | -27.1% | +21.1% | -48.2% | -24.2% |
| 3M | -33.3% | +3.1% | -36.4% | -32.2% |
| 6M | -39.6% | -27.4% | -12.2% | -39.9% |
| YTD | +68.4% | -34.7% | +103.1% | +66.7% |
| 1Y | +78.2% | -32.9% | +111.1% | +75.9% |
| 3Y | +772.0% | +6.1% | +765.9% | +639.0% |
| All | +772.0% | +5.5% | +766.5% | +639.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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