+113.2%
WDC vs TFC
+20.8%
+92.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.0% | -9.7% | -6.8% |
| 7D | -18.3% | +5.1% | -23.4% | -18.5% |
| 30D | -26.7% | +9.8% | -36.5% | -27.2% |
| 3M | -40.9% | -2.4% | -38.5% | -40.2% |
| 6M | -26.8% | +4.9% | -31.7% | -28.5% |
| YTD | +88.2% | +6.6% | +81.6% | +72.3% |
| 1Y | +113.2% | +21.3% | +91.9% | +89.6% |
| All | +113.2% | +20.8% | +92.4% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling