+1,309.1%
WDC vs TFC
+97.4%
+1,211.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +7.5% | -1.3% | +8.8% | +8.2% |
| 30D | +10.1% | -2.3% | +12.4% | +11.5% |
| 3M | -6.8% | +2.5% | -9.3% | -9.3% |
| 6M | +84.1% | +9.5% | +74.7% | +71.9% |
| YTD | +180.3% | +5.1% | +175.2% | +167.8% |
| 1Y | +411.1% | +15.5% | +395.6% | +358.7% |
| 3Y | +1,375.0% | +95.2% | +1,279.8% | +851.8% |
| 5Y | +991.6% | +14.5% | +977.1% | +842.6% |
| 10Y | +1,309.1% | +97.2% | +1,211.9% | +765.9% |
| All | +1,309.1% | +97.4% | +1,211.7% | +765.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling