+412.4%
WDC vs TPR
+12.7%
+399.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +2.9% |
| 7D | +6.0% | -3.4% | +9.3% | +6.7% |
| 30D | +9.9% | -27.3% | +37.2% | +18.1% |
| 3M | -9.4% | -16.2% | +6.8% | -8.9% |
| 6M | +94.7% | -17.9% | +112.6% | +96.2% |
| YTD | +177.3% | -7.1% | +184.4% | +170.5% |
| 1Y | +412.4% | +13.6% | +398.8% | +356.8% |
| All | +412.4% | +12.7% | +399.7% | +356.8% |
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