+113.2%
WDC vs USB
+36.4%
+76.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -7.3% |
| 7D | -18.3% | +2.4% | -20.7% | -18.8% |
| 30D | -26.7% | +6.6% | -33.2% | -28.2% |
| 3M | -40.9% | -4.1% | -36.9% | -39.6% |
| 6M | -26.8% | +12.5% | -39.2% | -31.5% |
| YTD | +88.2% | +17.6% | +70.5% | +67.8% |
| 1Y | +113.2% | +36.5% | +76.7% | +87.4% |
| All | +113.2% | +36.4% | +76.7% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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