+653.4%
WDC vs RF
+277.2%
+376.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +8.6% |
| 7D | -14.4% | -0.1% | -14.3% | -14.2% |
| 30D | -27.1% | +7.0% | -34.1% | -29.8% |
| 3M | -33.3% | -7.0% | -26.2% | -30.6% |
| 6M | -39.6% | +6.8% | -46.4% | -42.7% |
| YTD | +68.4% | +9.9% | +58.5% | +57.2% |
| 1Y | +78.2% | +21.1% | +57.0% | +57.3% |
| 3Y | +772.0% | +119.6% | +652.4% | +432.0% |
| 5Y | +584.9% | +46.2% | +538.7% | +411.1% |
| 10Y | +653.4% | +261.5% | +391.9% | +258.7% |
| All | +653.4% | +277.2% | +376.2% | +258.7% |
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