-45.4%
WDC vs T
-14.0%
-31.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -2.2% |
| 7D | -28.0% | +1.0% | -29.0% | -27.2% |
| 30D | -34.9% | -10.6% | -24.3% | -40.4% |
| 3M | -41.6% | -7.7% | -33.8% | -43.6% |
| 6M | -45.4% | -13.3% | -32.1% | -44.6% |
| All | -45.4% | -14.0% | -31.3% | -44.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling