+66.3%
WDC vs Z
-60.5%
+126.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -0.6% |
| 7D | -16.7% | -6.5% | -10.3% | -16.7% |
| 30D | -27.2% | -0.1% | -27.1% | -26.4% |
| 3M | -34.0% | -14.1% | -19.9% | -34.3% |
| 6M | -39.7% | -30.1% | -9.7% | -37.1% |
| YTD | +68.1% | -57.5% | +125.6% | +77.8% |
| 1Y | +66.3% | -60.3% | +126.6% | +80.5% |
| All | +66.3% | -60.5% | +126.9% | +80.5% |
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