+88.5%
WDC vs XYZ
+29.4%
+59.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.8% | -5.4% |
| 7D | +12.1% | -1.1% | +13.1% | +12.3% |
| 30D | -18.8% | +11.5% | -30.3% | -19.8% |
| 3M | -39.3% | +1.8% | -41.1% | -39.1% |
| 6M | -40.1% | +21.2% | -61.3% | -42.2% |
| YTD | +71.8% | +29.9% | +41.9% | +66.1% |
| 1Y | +88.5% | +35.8% | +52.7% | +79.8% |
| All | +88.5% | +29.4% | +59.1% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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