-45.4%
WDC vs S
+39.0%
-84.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.6% |
| 7D | -28.0% | -13.4% | -14.5% | -27.2% |
| 30D | -34.9% | -14.0% | -21.0% | -34.5% |
| 3M | -41.6% | +4.9% | -46.4% | -39.4% |
| 6M | -45.4% | +42.0% | -87.4% | -40.2% |
| All | -45.4% | +39.0% | -84.3% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling