+1,394.6%
WDC vs XYZ
+47.2%
+1,347.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +7.5% | -3.7% | +11.2% | +8.5% |
| 30D | +10.1% | +0.5% | +9.5% | +9.6% |
| 3M | -6.8% | +16.3% | -23.1% | -10.9% |
| 6M | +84.1% | +21.1% | +63.0% | +73.1% |
| YTD | +180.3% | +22.0% | +158.3% | +161.0% |
| 1Y | +411.1% | +5.2% | +405.9% | +393.2% |
| All | +1,394.6% | +47.2% | +1,347.4% | +1,232.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling