+957.1%
WDC vs TNA
-26.1%
+983.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.2% |
| 7D | +4.4% | -7.6% | +12.0% | +7.6% |
| 30D | +5.3% | -13.6% | +18.9% | +11.3% |
| 3M | -5.9% | +2.8% | -8.7% | -6.6% |
| 6M | +73.2% | +34.5% | +38.7% | +55.5% |
| YTD | +167.8% | +41.0% | +126.8% | +136.8% |
| 1Y | +386.0% | +52.0% | +334.0% | +313.9% |
| 3Y | +1,309.7% | +103.5% | +1,206.2% | +876.3% |
| 5Y | +957.1% | -22.5% | +979.6% | +803.9% |
| All | +957.1% | -26.1% | +983.2% | +803.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling