+799.6%
WDC vs USFR
+27.5%
+772.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.8% | +5.9% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -10.0% | +0.3% | -10.3% | -10.1% |
| 3M | -18.8% | +1.0% | -19.8% | -19.3% |
| 6M | +79.0% | +1.9% | +77.1% | +76.8% |
| YTD | +171.6% | +2.6% | +168.9% | +167.0% |
| 1Y | +417.4% | +4.0% | +413.4% | +404.4% |
| 3Y | +1,251.8% | +14.1% | +1,237.7% | +1,144.6% |
| 5Y | +911.7% | +20.4% | +891.3% | +804.0% |
| 10Y | +1,399.6% | +28.0% | +1,371.6% | +1,213.0% |
| All | +799.6% | +27.5% | +772.1% | +680.2% |
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 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