+1,256.8%
WDC vs TPR
+292.1%
+964.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | -2.3% | +4.0% | +2.6% |
| 30D | -10.0% | -23.0% | +13.0% | -2.6% |
| 3M | -18.8% | -12.5% | -6.3% | -17.4% |
| 6M | +79.0% | -21.4% | +100.5% | +90.1% |
| YTD | +171.6% | -3.5% | +175.1% | +164.5% |
| 1Y | +417.4% | +17.4% | +400.0% | +361.8% |
| All | +1,256.8% | +292.1% | +964.7% | +666.4% |
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