+770.0%
WDC vs TPR
+403.8%
+366.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -5.0% |
| 7D | +12.1% | -0.3% | +12.4% | +12.2% |
| 30D | -18.8% | +15.1% | -33.9% | -23.0% |
| 3M | -39.3% | +3.5% | -42.8% | -40.6% |
| 6M | -40.1% | +0.4% | -40.6% | -42.8% |
| YTD | +71.8% | +4.6% | +67.2% | +61.4% |
| 1Y | +88.5% | +33.1% | +55.4% | +59.9% |
| 3Y | +770.0% | +396.0% | +374.0% | +342.8% |
| All | +770.0% | +403.8% | +366.2% | +342.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling