+51.7%
WDC vs TPR
+28.3%
+23.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -28.0% | +14.2% | -42.1% | -29.1% |
| 30D | -34.9% | +17.1% | -52.0% | -36.4% |
| 3M | -41.6% | -17.7% | -23.8% | -38.2% |
| 6M | -45.4% | -10.2% | -35.2% | -45.0% |
| YTD | +53.3% | +4.9% | +48.4% | +43.6% |
| All | +51.7% | +28.3% | +23.4% | +24.7% |
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