+660.4%
WDC vs TFC
+82.1%
+578.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -16.7% | +1.7% | -18.5% | -17.4% |
| 30D | -27.2% | +9.0% | -36.2% | -30.8% |
| 3M | -34.0% | -2.1% | -31.9% | -33.6% |
| 6M | -39.7% | +3.4% | -43.1% | -42.2% |
| YTD | +68.1% | +5.3% | +62.8% | +59.6% |
| 1Y | +66.3% | +16.2% | +50.1% | +49.1% |
| 3Y | +754.4% | +94.8% | +659.6% | +455.3% |
| 5Y | +595.8% | -0.7% | +596.4% | +555.0% |
| 10Y | +660.4% | +80.9% | +579.5% | +429.7% |
| All | +660.4% | +82.1% | +578.3% | +429.7% |
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