+67.5%
WDC vs SW
+25.8%
+41.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.5% | -15.9% | -17.0% |
| 7D | -32.3% | +4.7% | -37.0% | -33.0% |
| 30D | -34.9% | +5.0% | -39.9% | -35.7% |
| 3M | -48.4% | -7.3% | -41.1% | -47.5% |
| 6M | -42.4% | +15.0% | -57.4% | -46.4% |
| YTD | +55.5% | +18.5% | +37.0% | +44.2% |
| 1Y | +67.5% | +27.1% | +40.3% | +49.0% |
| All | +67.5% | +25.8% | +41.7% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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