+10,177.4%
WDC vs RF
+1,429.2%
+8,748.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.1% | -15.2% | -16.6% |
| 7D | -32.3% | -1.6% | -30.7% | -31.9% |
| 30D | -34.9% | +5.0% | -39.9% | -36.0% |
| 3M | -48.4% | -10.0% | -38.5% | -46.6% |
| 6M | -42.4% | +3.3% | -45.8% | -43.6% |
| YTD | +55.5% | +7.9% | +47.6% | +50.4% |
| 1Y | +67.5% | +21.2% | +46.2% | +55.7% |
| 3Y | +727.3% | +105.8% | +621.5% | +538.0% |
| 5Y | +533.3% | +43.7% | +489.6% | +443.8% |
| 10Y | +627.0% | +289.4% | +337.5% | +349.3% |
| All | +10,177.4% | +1,429.2% | +8,748.2% | +2,898.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling