+503.1%
WDC vs USFR
+28.6%
+474.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -19.0% | +0.4% | -19.4% | -19.2% |
| 3M | -28.4% | +1.1% | -29.5% | -28.9% |
| 6M | -39.2% | +2.1% | -41.3% | -40.0% |
| YTD | +82.1% | +3.4% | +78.6% | +78.2% |
| 1Y | +84.7% | +4.1% | +80.6% | +80.0% |
| 3Y | +825.6% | +14.4% | +811.2% | +750.8% |
| 5Y | +608.2% | +21.4% | +586.7% | +529.6% |
| 10Y | +695.1% | +28.5% | +666.6% | +593.9% |
| All | +503.1% | +28.6% | +474.6% | +420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling