+660.4%
WDC vs RF
+248.4%
+412.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -16.7% | +0.3% | -17.1% | -16.7% |
| 30D | -27.2% | +6.2% | -33.4% | -29.6% |
| 3M | -34.0% | -7.8% | -26.2% | -31.0% |
| 6M | -39.7% | +5.9% | -45.6% | -42.6% |
| YTD | +68.1% | +9.0% | +59.0% | +57.6% |
| 1Y | +66.3% | +19.3% | +47.1% | +48.1% |
| 3Y | +754.4% | +116.4% | +638.0% | +424.6% |
| 5Y | +595.8% | +46.0% | +549.7% | +418.7% |
| 10Y | +660.4% | +239.8% | +420.6% | +253.5% |
| All | +660.4% | +248.4% | +412.0% | +253.5% |
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