+528.7%
WDC vs RL
+226.8%
+301.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.7% |
| 7D | -28.0% | -4.2% | -23.8% | -26.1% |
| 30D | -34.9% | +4.3% | -39.2% | -36.2% |
| 3M | -41.6% | -4.6% | -37.0% | -40.3% |
| 6M | -45.4% | +1.7% | -47.1% | -46.9% |
| YTD | +53.3% | +7.3% | +45.9% | +44.2% |
| 1Y | +61.5% | +20.8% | +40.7% | +42.2% |
| 3Y | +712.3% | +247.0% | +465.4% | +286.2% |
| All | +528.7% | +226.8% | +301.9% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling