+1,095.3%
WDC vs XYZ
+615.2%
+480.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +3.1% |
| 7D | +6.0% | +2.9% | +3.1% | +4.9% |
| 30D | +9.9% | +1.4% | +8.5% | +9.1% |
| 3M | -9.4% | +14.6% | -24.0% | -13.7% |
| 6M | +94.7% | +20.8% | +73.9% | +81.4% |
| YTD | +177.3% | +23.1% | +154.2% | +153.5% |
| 1Y | +412.4% | +5.6% | +406.8% | +388.6% |
| 3Y | +1,359.3% | +50.9% | +1,308.4% | +1,064.2% |
| 5Y | +992.2% | -68.6% | +1,060.8% | +1,189.1% |
| 10Y | +1,245.1% | +580.0% | +665.1% | +410.2% |
| All | +1,095.3% | +615.2% | +480.1% | +306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling