-36.3%
WDC vs UL
+16.0%
-52.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.1% |
| 7D | +16.3% | -2.5% | +18.8% | +11.7% |
| 30D | -18.3% | +5.7% | -23.9% | -9.5% |
| 3M | -31.4% | +7.0% | -38.4% | -22.0% |
| 6M | -36.3% | +16.1% | -52.4% | -12.2% |
| All | -36.3% | +16.0% | -52.3% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling