+427.1%
WDC vs Z
+4.8%
+422.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.3% |
| 7D | -16.7% | -6.5% | -10.3% | -15.1% |
| 30D | -27.2% | -0.1% | -27.1% | -27.8% |
| 3M | -34.0% | -14.1% | -19.9% | -32.5% |
| 6M | -39.7% | -30.1% | -9.7% | -35.5% |
| YTD | +68.1% | -57.5% | +125.6% | +104.8% |
| 1Y | +66.3% | -60.3% | +126.6% | +106.6% |
| 3Y | +754.4% | -21.0% | +775.5% | +707.8% |
| 5Y | +595.8% | -54.9% | +650.7% | +637.0% |
| 10Y | +660.4% | -16.0% | +676.4% | +412.1% |
| All | +427.1% | +4.8% | +422.3% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling