+113.2%
WDC vs SMR
-87.0%
+200.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.5% | -2.3% | -5.3% |
| 7D | -18.3% | -9.5% | -8.8% | -15.4% |
| 30D | -26.7% | -33.2% | +6.5% | -16.7% |
| 3M | -40.9% | -45.9% | +5.0% | -29.9% |
| 6M | -26.8% | -57.9% | +31.1% | -7.4% |
| YTD | +88.2% | -63.8% | +152.0% | +145.6% |
| 1Y | +113.2% | -85.6% | +198.8% | +228.8% |
| All | +113.2% | -87.0% | +200.2% | +228.8% |
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