+857.4%
WDC vs TLN
+683.0%
+174.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.2% | +2.6% | +6.3% |
| 7D | -14.4% | +9.1% | -23.5% | -17.8% |
| 30D | -27.1% | -4.1% | -23.0% | -25.4% |
| 3M | -33.3% | +4.4% | -37.7% | -35.3% |
| 6M | -39.6% | -6.0% | -33.6% | -38.0% |
| YTD | +68.4% | -3.1% | +71.5% | +69.1% |
| 1Y | +78.2% | -6.1% | +84.2% | +81.2% |
| 3Y | +772.0% | +575.3% | +196.7% | +328.4% |
| All | +857.4% | +683.0% | +174.4% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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