+1,394.6%
WDC vs USFR
+14.0%
+1,380.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +7.5% | +0.1% | +7.4% | +7.7% |
| 30D | +10.1% | +0.3% | +9.8% | +11.2% |
| 3M | -6.8% | +1.0% | -7.8% | -3.8% |
| 6M | +84.1% | +1.9% | +82.2% | +89.4% |
| YTD | +180.3% | +2.7% | +177.6% | +184.3% |
| 1Y | +411.1% | +4.0% | +407.1% | +406.3% |
| All | +1,394.6% | +14.0% | +1,380.6% | +928.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling