+770.0%
WDC vs XYZ
+66.0%
+704.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.8% | -5.7% |
| 7D | +12.1% | -1.1% | +13.1% | +12.4% |
| 30D | -18.8% | +11.5% | -30.3% | -21.4% |
| 3M | -39.3% | +1.8% | -41.1% | -40.0% |
| 6M | -40.1% | +21.2% | -61.3% | -43.9% |
| YTD | +71.8% | +29.9% | +41.9% | +56.0% |
| 1Y | +88.5% | +35.8% | +52.7% | +68.6% |
| 3Y | +770.0% | +62.6% | +707.4% | +655.5% |
| All | +770.0% | +66.0% | +704.0% | +655.5% |
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