+928.6%
WDC vs F
+55.4%
+873.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.4% | +5.2% |
| 7D | +1.7% | +5.3% | -3.6% | -0.7% |
| 30D | -10.0% | +4.6% | -14.5% | -12.0% |
| 3M | -18.8% | -3.7% | -15.1% | -17.6% |
| 6M | +79.0% | +16.8% | +62.2% | +63.3% |
| YTD | +171.6% | +15.3% | +156.3% | +149.0% |
| 1Y | +417.4% | +31.0% | +386.4% | +345.7% |
| 3Y | +1,251.8% | +45.4% | +1,206.4% | +957.7% |
| All | +928.6% | +55.4% | +873.2% | +672.5% |
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