+528.7%
WDC vs BIL
+19.8%
+508.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -28.0% | -0.3% | -27.7% | -27.6% |
| 30D | -34.9% | 0.0% | -34.9% | -33.7% |
| 3M | -41.6% | +0.6% | -42.2% | -38.4% |
| 6M | -45.4% | +1.5% | -46.9% | -40.8% |
| YTD | +53.3% | +2.8% | +50.5% | +65.8% |
| 1Y | +61.5% | +3.3% | +58.2% | +73.8% |
| 3Y | +712.3% | +13.5% | +698.9% | +538.8% |
| All | +528.7% | +19.8% | +508.9% | +371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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