+1,228.2%
WDC vs USFR
+28.0%
+1,200.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +5.3% | +0.3% | +5.0% | +4.9% |
| 3M | -5.9% | +1.0% | -6.9% | -7.0% |
| 6M | +73.2% | +1.9% | +71.3% | +68.9% |
| YTD | +167.8% | +2.7% | +165.2% | +158.3% |
| 1Y | +386.0% | +4.0% | +382.0% | +360.2% |
| 3Y | +1,309.7% | +14.1% | +1,295.6% | +1,078.1% |
| 5Y | +957.1% | +20.5% | +936.6% | +729.8% |
| All | +1,228.2% | +28.0% | +1,200.1% | +961.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling