+957.1%
WDC vs USFR
+20.4%
+936.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.4% | +0.1% | +4.3% | +4.5% |
| 30D | +5.3% | +0.3% | +5.0% | +5.6% |
| 3M | -5.9% | +1.0% | -6.9% | -5.4% |
| 6M | +73.2% | +1.9% | +71.3% | +72.1% |
| YTD | +167.8% | +2.7% | +165.2% | +162.2% |
| 1Y | +386.0% | +4.0% | +382.0% | +365.4% |
| 3Y | +1,309.7% | +14.1% | +1,295.6% | +1,024.5% |
| 5Y | +957.1% | +20.5% | +936.6% | +773.2% |
| All | +957.1% | +20.4% | +936.7% | +773.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling