+695.1%
WDC vs RF
+241.0%
+454.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.5% |
| 7D | -3.2% | -1.3% | -1.9% | -2.2% |
| 30D | -19.0% | +4.6% | -23.7% | -21.0% |
| 3M | -28.4% | -8.4% | -20.0% | -24.9% |
| 6M | -39.2% | +8.9% | -48.1% | -42.9% |
| YTD | +82.1% | +8.8% | +73.3% | +70.9% |
| 1Y | +84.7% | +18.9% | +65.7% | +64.7% |
| 3Y | +825.6% | +116.0% | +709.7% | +469.2% |
| 5Y | +608.2% | +46.0% | +562.1% | +428.0% |
| 10Y | +695.1% | +231.7% | +463.4% | +269.8% |
| All | +695.1% | +241.0% | +454.1% | +269.8% |
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