+1,872.2%
WDC vs TMF
-69.2%
+1,941.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.5% |
| 7D | -28.0% | +1.2% | -29.2% | -27.7% |
| 30D | -34.9% | +19.7% | -54.7% | -32.6% |
| 3M | -41.6% | -2.1% | -39.5% | -41.5% |
| 6M | -45.4% | -13.4% | -31.9% | -46.5% |
| YTD | +53.3% | -16.7% | +70.0% | +49.1% |
| 1Y | +61.5% | -23.3% | +84.9% | +54.8% |
| 3Y | +712.3% | -24.8% | +737.2% | +698.1% |
| 5Y | +524.2% | -88.0% | +612.3% | +322.9% |
| 10Y | +616.5% | -84.7% | +701.2% | +486.7% |
| All | +1,872.2% | -69.2% | +1,941.3% | +2,490.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling