+1,330.5%
WDC vs SO
+46.3%
+1,284.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +5.5% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -10.0% | -4.6% | -5.4% | -11.9% |
| 3M | -18.8% | -3.0% | -15.7% | -19.7% |
| 6M | +79.0% | -8.3% | +87.3% | +73.8% |
| YTD | +171.6% | +3.5% | +168.0% | +174.7% |
| 1Y | +417.4% | -0.9% | +418.3% | +416.7% |
| All | +1,330.5% | +46.3% | +1,284.2% | +1,406.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling