+113.2%
WDC vs SN
+156.5%
-43.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.1% | -10.9% | -8.0% |
| 7D | -18.3% | +10.6% | -28.9% | -21.1% |
| 30D | -26.7% | +20.0% | -46.7% | -31.0% |
| 3M | -40.9% | +30.4% | -71.3% | -46.6% |
| 6M | -26.8% | +91.0% | -117.7% | -46.6% |
| YTD | +88.2% | +95.9% | -7.8% | +30.5% |
| 1Y | +113.2% | +158.9% | -45.7% | +31.0% |
| All | +113.2% | +156.5% | -43.3% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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