+11,005.7%
WDC vs F
+528.7%
+10,477.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -16.7% | +1.0% | -17.7% | -17.1% |
| 30D | -27.2% | +2.1% | -29.3% | -28.0% |
| 3M | -34.0% | -10.3% | -23.7% | -31.6% |
| 6M | -39.7% | +3.3% | -43.0% | -41.7% |
| YTD | +68.1% | -2.0% | +70.0% | +66.1% |
| 1Y | +66.3% | -2.3% | +68.6% | +64.7% |
| 3Y | +754.4% | +49.9% | +704.5% | +591.1% |
| 5Y | +595.8% | -12.5% | +608.2% | +578.9% |
| 10Y | +660.4% | +74.3% | +586.1% | +441.1% |
| All | +11,005.7% | +528.7% | +10,477.0% | +3,608.1% |
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