+84.7%
WDC vs RF
+18.8%
+65.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | -3.2% | -1.3% | -1.9% | -2.7% |
| 30D | -19.0% | +4.6% | -23.7% | -19.9% |
| 3M | -28.4% | -8.4% | -20.0% | -26.1% |
| 6M | -39.2% | +8.9% | -48.1% | -43.3% |
| YTD | +82.1% | +8.8% | +73.3% | +63.6% |
| 1Y | +84.7% | +18.9% | +65.7% | +60.1% |
| All | +84.7% | +18.8% | +65.9% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling