+957.1%
WDC vs XYZ
-68.7%
+1,025.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | +4.4% | -5.2% | +9.6% | +5.9% |
| 30D | +5.3% | 0.0% | +5.3% | +5.0% |
| 3M | -5.9% | +18.7% | -24.6% | -10.8% |
| 6M | +73.2% | +20.5% | +52.7% | +62.7% |
| YTD | +167.8% | +21.5% | +146.4% | +148.4% |
| 1Y | +386.0% | +7.2% | +378.8% | +364.4% |
| 3Y | +1,309.7% | +49.0% | +1,260.7% | +1,062.9% |
| 5Y | +957.1% | -68.1% | +1,025.2% | +1,020.1% |
| All | +957.1% | -68.7% | +1,025.8% | +1,020.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling