+88.5%
WDC vs S
+30.9%
+57.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -5.0% |
| 7D | +12.1% | +2.0% | +10.1% | +12.0% |
| 30D | -18.8% | -2.7% | -16.1% | -18.2% |
| 3M | -39.3% | -6.9% | -32.4% | -38.4% |
| 6M | -40.1% | +38.1% | -78.2% | -37.6% |
| YTD | +71.8% | +48.0% | +23.8% | +79.8% |
| 1Y | +88.5% | +34.5% | +54.0% | +95.2% |
| All | +88.5% | +30.9% | +57.6% | +95.2% |
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