+10,029.5%
WDC vs F
+529.3%
+9,500.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -28.0% | +1.6% | -29.5% | -28.5% |
| 30D | -34.9% | +2.6% | -37.6% | -35.8% |
| 3M | -41.6% | -8.8% | -32.7% | -39.9% |
| 6M | -45.4% | +4.6% | -50.0% | -47.5% |
| YTD | +53.3% | -1.9% | +55.2% | +51.4% |
| 1Y | +61.5% | -0.8% | +62.3% | +59.0% |
| 3Y | +712.3% | +43.5% | +668.9% | +568.2% |
| 5Y | +524.2% | -12.1% | +536.3% | +507.4% |
| 10Y | +616.5% | +83.6% | +532.9% | +400.0% |
| All | +10,029.5% | +529.3% | +9,500.3% | +3,280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling