+417.4%
WDC vs T
-7.8%
+425.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.9% | +7.8% | +4.1% |
| 7D | +1.7% | -1.3% | +3.0% | +0.7% |
| 30D | -10.0% | +11.4% | -21.3% | -0.1% |
| 3M | -18.8% | +14.3% | -33.0% | -5.8% |
| 6M | +79.0% | -9.3% | +88.3% | +79.6% |
| YTD | +171.6% | +7.1% | +164.5% | +196.1% |
| 1Y | +417.4% | -9.1% | +426.5% | +425.8% |
| All | +417.4% | -7.8% | +425.2% | +425.8% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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