+66.3%
WDC vs S
+37.8%
+28.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -16.7% | +1.4% | -18.1% | -16.8% |
| 30D | -27.2% | -10.8% | -16.4% | -27.7% |
| 3M | -34.0% | +5.4% | -39.4% | -33.1% |
| 6M | -39.7% | +41.2% | -80.9% | -37.8% |
| YTD | +68.1% | +56.2% | +11.9% | +73.9% |
| 1Y | +66.3% | +36.3% | +30.0% | +69.5% |
| All | +66.3% | +37.8% | +28.5% | +69.5% |
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