+366.0%
WDC vs SN
+38.1%
+327.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | -4.3% | -7.3% | +2.9% | -1.9% |
| 30D | -1.5% | -13.6% | +12.1% | +3.2% |
| 3M | -15.5% | +18.6% | -34.1% | -23.2% |
| 6M | +66.5% | +46.0% | +20.5% | +34.7% |
| YTD | +159.9% | +43.7% | +116.2% | +111.1% |
| 1Y | +366.0% | +39.2% | +326.8% | +285.9% |
| All | +366.0% | +38.1% | +327.9% | +285.9% |
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