+754.4%
WDC vs RF
+116.7%
+637.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -29.1% |
| 3M | -34.0% | -7.8% | -26.2% | -31.5% |
| 6M | -39.7% | +5.9% | -45.6% | -42.3% |
| YTD | +68.1% | +9.0% | +59.0% | +58.3% |
| 1Y | +66.3% | +19.3% | +47.1% | +49.8% |
| 3Y | +754.4% | +116.4% | +638.0% | +524.3% |
| All | +754.4% | +116.7% | +637.7% | +524.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling