+1,476.9%
WDC vs TLN
+602.5%
+874.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +0.8% |
| 7D | +6.0% | +10.9% | -4.9% | +0.8% |
| 30D | +9.9% | -6.3% | +16.2% | +13.2% |
| 3M | -9.4% | -10.7% | +1.3% | -3.4% |
| 6M | +94.7% | +1.6% | +93.1% | +95.2% |
| YTD | +177.4% | -13.1% | +190.4% | +195.9% |
| 1Y | +412.6% | -15.1% | +427.6% | +453.3% |
| 3Y | +1,359.8% | +495.0% | +864.8% | +664.8% |
| All | +1,476.9% | +602.5% | +874.5% | +713.6% |
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