+724.2%
WDC vs USB
+90.4%
+633.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.1% | -15.3% | -16.3% |
| 7D | -32.3% | -1.5% | -30.8% | -31.7% |
| 30D | -34.9% | +4.3% | -39.2% | -36.3% |
| 3M | -48.4% | -6.1% | -42.4% | -46.9% |
| 6M | -42.4% | +9.4% | -51.8% | -45.8% |
| YTD | +55.5% | +15.2% | +40.4% | +42.4% |
| 1Y | +67.5% | +32.8% | +34.7% | +42.2% |
| All | +724.2% | +90.4% | +633.8% | +524.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling