+822.0%
WDC vs UL
+34.1%
+787.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.4% | +7.8% |
| 7D | -3.2% | -1.7% | -1.5% | -4.0% |
| 30D | -19.0% | +4.5% | -23.5% | -16.5% |
| 3M | -28.4% | +5.5% | -33.9% | -25.6% |
| 6M | -39.2% | +17.0% | -56.2% | -33.9% |
| YTD | +82.1% | +3.2% | +78.9% | +92.8% |
| 1Y | +84.7% | -1.9% | +86.5% | +93.0% |
| All | +822.0% | +34.1% | +787.9% | +941.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling