+417.4%
WDC vs S
+10.1%
+407.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.9% |
| 7D | +1.7% | -7.7% | +9.4% | +1.5% |
| 30D | -10.0% | -5.3% | -4.6% | -10.0% |
| 3M | -18.8% | +20.3% | -39.0% | -17.9% |
| 6M | +79.0% | +47.4% | +31.7% | +80.3% |
| YTD | +171.6% | +32.5% | +139.0% | +175.0% |
| 1Y | +417.4% | +9.5% | +407.9% | +432.9% |
| All | +417.4% | +10.1% | +407.2% | +432.9% |
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