+417.4%
WDC vs USFR
+4.0%
+413.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.8% | +6.5% |
| 7D | +1.7% | +0.1% | +1.7% | +3.8% |
| 30D | -10.0% | +0.3% | -10.3% | +0.1% |
| 3M | -18.8% | +1.0% | -19.8% | +12.7% |
| 6M | +79.0% | +1.9% | +77.1% | +177.2% |
| YTD | +171.6% | +2.6% | +168.9% | +330.7% |
| 1Y | +417.4% | +4.0% | +413.4% | +877.4% |
| All | +417.4% | +4.0% | +413.4% | +877.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling