+113.2%
WDC vs SM
+70.4%
+42.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -15.3% | +8.5% | -9.0% |
| 7D | -18.3% | -21.5% | +3.2% | -21.5% |
| 30D | -26.7% | -11.4% | -15.3% | -27.5% |
| 3M | -40.9% | +0.6% | -41.6% | -40.1% |
| 6M | -26.8% | +0.2% | -27.0% | -23.9% |
| YTD | +88.2% | +69.7% | +18.5% | +108.3% |
| 1Y | +113.2% | +71.6% | +41.6% | +138.8% |
| All | +113.2% | +70.4% | +42.8% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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