+1,188.5%
WDC vs TNA
+86.1%
+1,102.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | -4.3% | -7.3% | +3.0% | -1.4% |
| 30D | -1.5% | -14.2% | +12.7% | +4.6% |
| 3M | -15.5% | -4.6% | -10.9% | -13.7% |
| 6M | +66.5% | +36.9% | +29.5% | +47.0% |
| YTD | +159.9% | +42.5% | +117.3% | +126.2% |
| 1Y | +366.0% | +45.8% | +320.2% | +297.1% |
| 3Y | +1,285.8% | +104.7% | +1,181.2% | +809.4% |
| 5Y | +925.6% | -21.7% | +947.3% | +766.0% |
| All | +1,188.5% | +86.1% | +1,102.5% | +530.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling