+653.4%
WDC vs TMF
-83.0%
+736.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.9% |
| 7D | -14.4% | +0.6% | -15.0% | -14.3% |
| 30D | -27.1% | +16.3% | -43.4% | -25.6% |
| 3M | -33.3% | -2.7% | -30.6% | -33.2% |
| 6M | -39.6% | -13.2% | -26.4% | -40.4% |
| YTD | +68.4% | -16.7% | +85.1% | +65.5% |
| 1Y | +78.2% | -22.7% | +100.9% | +73.5% |
| 3Y | +772.0% | -26.1% | +798.1% | +761.8% |
| 5Y | +584.9% | -88.4% | +673.3% | +378.6% |
| 10Y | +653.4% | -81.8% | +735.3% | +581.1% |
| All | +653.4% | -83.0% | +736.5% | +581.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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