+567.0%
WDC vs TMF
-88.6%
+655.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -5.0% |
| 7D | +12.1% | -9.3% | +21.4% | +12.0% |
| 30D | -18.8% | +1.9% | -20.7% | -18.8% |
| 3M | -39.3% | -11.2% | -28.1% | -39.3% |
| 6M | -40.1% | -17.7% | -22.4% | -40.1% |
| YTD | +71.8% | -24.5% | +96.3% | +71.8% |
| 1Y | +88.5% | -29.4% | +117.9% | +88.3% |
| 3Y | +770.0% | -33.4% | +803.4% | +767.4% |
| All | +567.0% | -88.6% | +655.6% | +439.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling