+642.9%
WDC vs RF
+223.4%
+419.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.7% |
| 7D | +12.1% | +1.9% | +10.1% | +10.9% |
| 30D | -18.8% | +7.3% | -26.1% | -22.0% |
| 3M | -39.3% | -7.9% | -31.4% | -36.6% |
| 6M | -40.1% | +10.5% | -50.6% | -44.3% |
| YTD | +71.8% | +9.6% | +62.2% | +60.5% |
| 1Y | +88.5% | +20.3% | +68.2% | +66.8% |
| 3Y | +770.0% | +119.5% | +650.5% | +429.0% |
| 5Y | +549.0% | +48.2% | +500.8% | +379.2% |
| All | +642.9% | +223.4% | +419.5% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling