+583.2%
WDC vs F
-15.3%
+598.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.6% |
| 7D | +16.3% | -3.9% | +20.2% | +18.4% |
| 30D | -18.3% | -0.5% | -17.8% | -18.4% |
| 3M | -31.4% | -12.9% | -18.5% | -27.7% |
| 6M | -36.3% | +1.5% | -37.8% | -38.6% |
| YTD | +80.8% | -5.0% | +85.9% | +79.6% |
| 1Y | +87.7% | -7.3% | +95.0% | +88.9% |
| 3Y | +819.4% | +45.3% | +774.2% | +604.6% |
| 5Y | +583.2% | -15.8% | +599.0% | +547.0% |
| All | +583.2% | -15.3% | +598.5% | +547.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling