+17,845.4%
WDC vs F
+639.5%
+17,205.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.4% | +5.3% |
| 7D | +1.7% | +5.3% | -3.6% | -0.4% |
| 30D | -10.0% | +4.6% | -14.5% | -11.7% |
| 3M | -18.8% | -3.7% | -15.1% | -17.7% |
| 6M | +79.0% | +16.8% | +62.2% | +65.9% |
| YTD | +171.6% | +15.3% | +156.3% | +152.9% |
| 1Y | +417.4% | +31.0% | +386.4% | +356.6% |
| 3Y | +1,251.8% | +45.4% | +1,206.4% | +1,004.6% |
| 5Y | +911.7% | +54.7% | +857.0% | +687.4% |
| 10Y | +1,399.6% | +98.2% | +1,301.4% | +917.3% |
| All | +17,845.4% | +639.5% | +17,205.9% | +5,544.9% |
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