+113.2%
WDC vs S
+36.5%
+76.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -6.8% |
| 7D | -18.3% | -8.2% | -10.1% | -18.4% |
| 30D | -26.7% | -7.6% | -19.0% | -26.9% |
| 3M | -40.9% | +12.0% | -52.9% | -39.9% |
| 6M | -26.8% | +50.6% | -77.3% | -24.2% |
| YTD | +88.2% | +56.6% | +31.6% | +95.2% |
| 1Y | +113.2% | +39.2% | +73.9% | +118.3% |
| All | +113.2% | +36.5% | +76.7% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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