+928.6%
WDC vs RF
+89.8%
+838.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +5.9% | +5.9% |
| 7D | +1.7% | +1.3% | +0.4% | +1.0% |
| 30D | -10.0% | -3.6% | -6.3% | -8.2% |
| 3M | -18.8% | +8.1% | -26.8% | -22.5% |
| 6M | +79.0% | +11.5% | +67.6% | +67.5% |
| YTD | +171.6% | +15.6% | +156.0% | +149.2% |
| 1Y | +417.4% | +15.7% | +401.7% | +372.4% |
| 3Y | +1,251.8% | +86.9% | +1,164.9% | +848.9% |
| All | +928.6% | +89.8% | +838.8% | +596.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling