+2,615.4%
WDC vs RL
+1,366.2%
+1,249.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.0% | +3.8% | +5.0% |
| 7D | +1.7% | -0.8% | +2.5% | +2.1% |
| 30D | -10.0% | -7.8% | -2.2% | -7.2% |
| 3M | -18.8% | -4.0% | -14.8% | -18.1% |
| 6M | +79.0% | -1.9% | +80.9% | +78.5% |
| YTD | +171.6% | -0.2% | +171.7% | +168.3% |
| 1Y | +417.4% | +10.7% | +406.7% | +387.5% |
| 3Y | +1,251.8% | +210.8% | +1,041.0% | +700.7% |
| 5Y | +911.7% | +238.2% | +673.5% | +465.5% |
| 10Y | +1,399.6% | +313.4% | +1,086.3% | +611.4% |
| All | +2,615.4% | +1,366.2% | +1,249.3% | +568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling