+768.2%
WDC vs TENB
+3.0%
+765.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.0% |
| 7D | +1.7% | -9.1% | +10.8% | +4.2% |
| 30D | -10.0% | -4.9% | -5.1% | -9.5% |
| 3M | -18.8% | +16.9% | -35.7% | -23.8% |
| 6M | +79.0% | +68.0% | +11.1% | +49.0% |
| YTD | +171.6% | +45.6% | +126.0% | +132.8% |
| 1Y | +417.4% | +12.7% | +404.6% | +378.0% |
| 3Y | +1,251.8% | -24.4% | +1,276.2% | +1,278.2% |
| 5Y | +911.7% | -26.7% | +938.4% | +863.8% |
| All | +768.2% | +3.0% | +765.1% | +476.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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