+695.1%
WDC vs F
+74.7%
+620.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.6% | +8.5% |
| 7D | -3.2% | -2.1% | -1.1% | -2.1% |
| 30D | -19.0% | +3.3% | -22.4% | -20.7% |
| 3M | -28.4% | -11.3% | -17.1% | -24.8% |
| 6M | -39.2% | +5.3% | -44.5% | -42.6% |
| YTD | +82.1% | -2.2% | +84.3% | +78.5% |
| 1Y | +84.7% | -3.5% | +88.2% | +82.5% |
| 3Y | +825.6% | +49.5% | +776.1% | +587.8% |
| 5Y | +608.2% | -13.5% | +621.7% | +572.8% |
| 10Y | +695.1% | +69.0% | +626.1% | +310.8% |
| All | +695.1% | +74.7% | +620.4% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling