+88.5%
WDC vs SN
+141.7%
-53.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.8% | -5.8% |
| 7D | +12.1% | +1.5% | +10.5% | +11.6% |
| 30D | -18.8% | +21.5% | -40.3% | -23.5% |
| 3M | -39.3% | +20.0% | -59.4% | -42.7% |
| 6M | -40.1% | +119.9% | -160.1% | -58.8% |
| YTD | +71.8% | +102.3% | -30.5% | +19.4% |
| 1Y | +88.5% | +148.0% | -59.5% | +21.8% |
| All | +88.5% | +141.7% | -53.3% | +21.8% |
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