+113.2%
WDC vs UL
+1.7%
+111.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.3% | -10.0% | -4.2% |
| 7D | -18.3% | +4.7% | -23.0% | -15.0% |
| 30D | -26.7% | +11.6% | -38.2% | -20.1% |
| 3M | -40.9% | +5.3% | -46.3% | -37.6% |
| 6M | -26.8% | +16.0% | -42.8% | -17.7% |
| YTD | +88.2% | +5.0% | +83.2% | +109.1% |
| 1Y | +113.2% | +1.1% | +112.1% | +134.5% |
| All | +113.2% | +1.7% | +111.5% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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