+21,058.8%
WDC vs SNY
+241.9%
+20,816.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.3% | -3.3% | -1.0% | -2.8% |
| 30D | -1.5% | -2.2% | +0.7% | -0.7% |
| 3M | -15.5% | -3.0% | -12.4% | -15.6% |
| 6M | +66.5% | +2.7% | +63.7% | +61.0% |
| YTD | +159.9% | -6.8% | +166.7% | +162.0% |
| 1Y | +366.0% | -5.3% | +371.2% | +365.9% |
| 3Y | +1,285.8% | -9.8% | +1,295.6% | +1,241.4% |
| 5Y | +925.6% | +9.7% | +915.9% | +761.4% |
| 10Y | +1,206.5% | +64.5% | +1,142.0% | +762.8% |
| All | +21,058.8% | +241.9% | +20,816.9% | +7,746.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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