+66.3%
WDC vs SO
+6.1%
+60.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.1% |
| 7D | -16.7% | -0.1% | -16.6% | -17.0% |
| 30D | -27.2% | +8.7% | -35.9% | -21.0% |
| 3M | -34.0% | +3.4% | -37.4% | -31.1% |
| 6M | -39.7% | +3.7% | -43.4% | -37.7% |
| YTD | +68.1% | +10.0% | +58.0% | +78.3% |
| 1Y | +66.3% | +6.6% | +59.7% | +80.6% |
| All | +66.3% | +6.1% | +60.2% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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