+1,359.8%
WDC vs SN
+490.7%
+869.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.9% | +6.2% |
| 7D | +1.7% | -9.3% | +11.1% | +4.5% |
| 30D | -10.0% | -4.8% | -5.2% | -8.9% |
| 3M | -18.8% | +40.4% | -59.2% | -27.8% |
| 6M | +79.0% | +50.9% | +28.1% | +54.8% |
| YTD | +171.6% | +54.9% | +116.6% | +133.2% |
| 1Y | +417.4% | +43.0% | +374.4% | +351.4% |
| 3Y | +1,251.8% | +391.8% | +860.0% | +961.9% |
| All | +1,359.8% | +490.7% | +869.1% | +1,034.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling