+87.7%
WDC vs T
-8.7%
+96.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.9% |
| 7D | +16.3% | +1.6% | +14.6% | +17.6% |
| 30D | -18.3% | -2.9% | -15.3% | -19.5% |
| 3M | -31.4% | -7.5% | -23.9% | -34.4% |
| 6M | -36.3% | -9.9% | -26.4% | -36.9% |
| YTD | +80.8% | -6.4% | +87.3% | +66.3% |
| 1Y | +87.7% | -9.4% | +97.1% | +68.3% |
| All | +87.7% | -8.7% | +96.4% | +68.3% |
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