+682.0%
WDC vs RL
+342.1%
+339.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.3% |
| 7D | +16.3% | +2.4% | +13.9% | +15.1% |
| 30D | -18.3% | +4.6% | -22.8% | -19.8% |
| 3M | -31.4% | -1.1% | -30.3% | -31.2% |
| 6M | -36.3% | +16.5% | -52.8% | -41.8% |
| YTD | +80.8% | +11.4% | +69.4% | +68.7% |
| 1Y | +87.7% | +16.1% | +71.6% | +71.5% |
| 3Y | +819.4% | +252.6% | +566.8% | +381.4% |
| 5Y | +583.2% | +244.9% | +338.3% | +251.6% |
| All | +682.0% | +342.1% | +339.8% | +250.9% |
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