+822.0%
WDC vs USFR
+14.3%
+807.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | -3.2% | +0.1% | -3.3% | -2.5% |
| 30D | -19.0% | +0.4% | -19.4% | -16.4% |
| 3M | -28.4% | +1.1% | -29.5% | -21.4% |
| 6M | -39.2% | +2.1% | -41.3% | -29.1% |
| YTD | +82.1% | +3.4% | +78.6% | +112.8% |
| 1Y | +84.7% | +4.1% | +80.6% | +114.7% |
| All | +822.0% | +14.3% | +807.6% | +449.2% |
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