+991.6%
WDC vs TFC
+14.8%
+976.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +7.5% | -1.3% | +8.8% | +8.1% |
| 30D | +10.1% | -2.3% | +12.4% | +11.3% |
| 3M | -6.8% | +2.5% | -9.3% | -9.0% |
| 6M | +84.1% | +9.5% | +74.7% | +73.2% |
| YTD | +180.3% | +5.1% | +175.2% | +169.1% |
| 1Y | +411.1% | +15.5% | +395.6% | +364.8% |
| 3Y | +1,375.0% | +95.2% | +1,279.8% | +920.8% |
| 5Y | +991.6% | +14.5% | +977.1% | +935.1% |
| All | +991.6% | +14.8% | +976.8% | +935.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling