+1,228.2%
WDC vs RL
+308.3%
+919.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.6% |
| 7D | +4.4% | -2.2% | +6.6% | +5.5% |
| 30D | +5.3% | -15.3% | +20.6% | +13.8% |
| 3M | -5.9% | -10.3% | +4.4% | -1.9% |
| 6M | +73.2% | -2.2% | +75.5% | +72.3% |
| YTD | +167.8% | -4.3% | +172.1% | +168.9% |
| 1Y | +386.0% | +8.9% | +377.1% | +357.0% |
| 3Y | +1,309.7% | +201.4% | +1,108.3% | +695.6% |
| 5Y | +957.1% | +230.6% | +726.5% | +454.1% |
| All | +1,228.2% | +308.3% | +919.8% | +530.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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