+815.8%
WDC vs TMF
-31.3%
+847.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.7% |
| 7D | +16.3% | -8.2% | +24.4% | +16.3% |
| 30D | -18.3% | +5.3% | -23.6% | -18.4% |
| 3M | -31.4% | -8.5% | -23.0% | -31.3% |
| 6M | -36.3% | -17.2% | -19.1% | -35.9% |
| YTD | +80.8% | -23.4% | +104.3% | +82.2% |
| 1Y | +87.7% | -30.2% | +117.9% | +89.0% |
| All | +815.8% | -31.3% | +847.1% | +811.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling