+417.4%
WDC vs SMR
-76.3%
+493.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.0% |
| 7D | +1.7% | +4.4% | -2.7% | +0.4% |
| 30D | -10.0% | +3.4% | -13.4% | -11.7% |
| 3M | -18.8% | -19.2% | +0.4% | -15.2% |
| 6M | +79.0% | -22.6% | +101.7% | +84.9% |
| YTD | +171.6% | -31.5% | +203.1% | +188.8% |
| 1Y | +417.4% | -73.1% | +490.5% | +515.9% |
| All | +417.4% | -76.3% | +493.7% | +515.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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