+113.2%
WDC vs TPR
+20.9%
+92.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.5% | -10.3% | -7.2% |
| 7D | -18.3% | +12.6% | -31.0% | -19.8% |
| 30D | -26.7% | +7.1% | -33.8% | -27.5% |
| 3M | -40.9% | -19.4% | -21.6% | -38.6% |
| 6M | -26.8% | -9.7% | -17.0% | -28.5% |
| YTD | +88.2% | -1.0% | +89.2% | +81.8% |
| 1Y | +113.2% | +19.3% | +93.9% | +95.8% |
| All | +113.2% | +20.9% | +92.3% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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