+411.1%
WDC vs Z
-64.1%
+475.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +7.5% | -7.1% | +14.5% | +6.6% |
| 30D | +10.1% | -4.8% | +14.8% | +9.4% |
| 3M | -6.8% | -9.3% | +2.5% | -5.1% |
| 6M | +84.1% | -29.0% | +113.1% | +88.6% |
| YTD | +180.3% | -52.9% | +233.1% | +179.9% |
| 1Y | +411.1% | -63.1% | +474.2% | +390.2% |
| All | +411.1% | -64.1% | +475.2% | +390.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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