+992.6%
WDC vs RL
+241.4%
+751.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.7% |
| 7D | +6.0% | +1.9% | +4.1% | +5.0% |
| 30D | +9.9% | -12.2% | +22.1% | +17.3% |
| 3M | -9.4% | -6.6% | -2.7% | -7.3% |
| 6M | +94.7% | +3.2% | +91.6% | +87.8% |
| YTD | +177.4% | -1.3% | +178.7% | +173.4% |
| 1Y | +412.6% | +13.6% | +399.0% | +366.9% |
| 3Y | +1,359.8% | +210.9% | +1,148.9% | +662.2% |
| 5Y | +992.6% | +246.9% | +745.7% | +408.7% |
| All | +992.6% | +241.4% | +751.1% | +408.7% |
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