+1,221.5%
WDC vs RF
+347.6%
+873.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +5.9% | +5.9% |
| 7D | +1.7% | +1.3% | +0.4% | +0.9% |
| 30D | -10.0% | -3.6% | -6.3% | -8.0% |
| 3M | -18.8% | +8.1% | -26.8% | -22.9% |
| 6M | +79.0% | +11.5% | +67.6% | +66.3% |
| YTD | +171.6% | +15.6% | +156.0% | +147.1% |
| 1Y | +417.4% | +15.7% | +401.7% | +367.2% |
| 3Y | +1,251.8% | +86.9% | +1,164.9% | +799.1% |
| 5Y | +911.7% | +89.8% | +821.9% | +546.6% |
| All | +1,221.5% | +347.6% | +873.9% | +432.1% |
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