+3,393.9%
WDC vs TMF
-68.9%
+3,462.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.9% |
| 7D | +1.7% | -1.4% | +3.2% | +1.5% |
| 30D | -10.0% | -2.8% | -7.1% | -10.3% |
| 3M | -18.8% | -10.9% | -7.8% | -20.3% |
| 6M | +79.0% | -21.3% | +100.3% | +71.6% |
| YTD | +171.6% | -15.9% | +187.4% | +163.8% |
| 1Y | +417.4% | -15.7% | +433.1% | +403.9% |
| 3Y | +1,251.8% | -43.4% | +1,295.1% | +1,152.2% |
| 5Y | +911.7% | -87.8% | +999.5% | +590.1% |
| 10Y | +1,399.6% | -86.7% | +1,486.4% | +1,082.0% |
| All | +3,393.9% | -68.9% | +3,462.7% | +4,483.2% |
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 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