+2,254.9%
WDC vs BIL
+30.8%
+2,224.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.3% |
| 7D | -28.0% | -0.3% | -27.7% | -29.0% |
| 30D | -34.9% | 0.0% | -34.9% | -34.9% |
| 3M | -41.6% | +0.6% | -42.2% | -39.5% |
| 6M | -45.4% | +1.5% | -46.9% | -40.4% |
| YTD | +53.3% | +2.8% | +50.5% | +78.6% |
| 1Y | +61.5% | +3.3% | +58.2% | +94.3% |
| 3Y | +712.3% | +13.5% | +698.9% | +1,587.6% |
| 5Y | +524.2% | +19.8% | +504.4% | +1,724.7% |
| 10Y | +616.5% | +25.6% | +590.9% | +2,782.8% |
| All | +2,254.9% | +30.8% | +2,224.2% | +9,449.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling