+66.6%
WDC vs TMF
-22.6%
+89.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.9% |
| 7D | -14.4% | +0.6% | -15.0% | -14.4% |
| 30D | -27.1% | +16.3% | -43.4% | -29.0% |
| 3M | -33.3% | -2.7% | -30.6% | -31.9% |
| 6M | -39.6% | -13.2% | -26.4% | -35.5% |
| YTD | +68.4% | -16.7% | +85.1% | +82.8% |
| All | +66.6% | -22.6% | +89.2% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling