+842.5%
WDC vs U
-31.3%
+873.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -7.0% | -2.3% |
| 7D | -28.0% | +36.6% | -64.5% | -32.2% |
| 30D | -34.9% | +13.3% | -48.3% | -36.8% |
| 3M | -41.6% | +26.2% | -67.7% | -44.3% |
| 6M | -45.4% | +88.7% | -134.1% | -52.1% |
| YTD | +53.3% | +16.6% | +36.7% | +43.0% |
| 1Y | +61.5% | +29.0% | +32.6% | +48.1% |
| 3Y | +712.3% | +99.5% | +612.9% | +548.3% |
| 5Y | +524.2% | -66.1% | +590.3% | +467.2% |
| All | +842.5% | -31.3% | +873.8% | +673.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 all: compounded portfolio wealth divided by compounded U 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…
all analysis · Full analysis span regression · 6 months rolling