+642.9%
WDC vs TFC
+79.2%
+563.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.7% |
| 7D | +12.1% | +2.3% | +9.8% | +10.7% |
| 30D | -18.8% | +10.8% | -29.6% | -23.5% |
| 3M | -39.3% | -3.8% | -35.5% | -38.4% |
| 6M | -40.1% | +9.6% | -49.7% | -44.4% |
| YTD | +71.8% | +5.8% | +66.0% | +62.7% |
| 1Y | +88.5% | +16.2% | +72.3% | +68.9% |
| 3Y | +770.0% | +96.0% | +674.0% | +463.4% |
| 5Y | +549.0% | +1.7% | +547.4% | +502.3% |
| All | +642.9% | +79.2% | +563.6% | +409.8% |
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