+1,443.9%
WDC vs TLN
+583.6%
+860.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.8% | +2.1% | +4.0% |
| 7D | +1.7% | +7.1% | -5.3% | -1.6% |
| 30D | -10.0% | -3.9% | -6.1% | -8.7% |
| 3M | -18.8% | -16.2% | -2.6% | -10.7% |
| 6M | +79.0% | -5.8% | +84.8% | +85.8% |
| YTD | +171.6% | -15.4% | +187.0% | +193.6% |
| 1Y | +417.4% | -16.7% | +434.1% | +464.2% |
| 3Y | +1,251.8% | +473.8% | +778.0% | +619.7% |
| All | +1,443.9% | +583.6% | +860.4% | +707.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling