+469.1%
WDC vs USFR
+28.6%
+440.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | +12.1% | +0.1% | +12.0% | +12.0% |
| 30D | -18.8% | +0.4% | -19.2% | -19.0% |
| 3M | -39.3% | +1.1% | -40.4% | -39.7% |
| 6M | -40.1% | +2.0% | -42.2% | -40.9% |
| YTD | +71.8% | +3.5% | +68.3% | +68.1% |
| 1Y | +88.5% | +4.1% | +84.4% | +83.7% |
| 3Y | +770.0% | +14.4% | +755.6% | +699.8% |
| 5Y | +549.0% | +21.4% | +527.6% | +477.1% |
| 10Y | +650.3% | +28.6% | +621.7% | +554.8% |
| All | +469.1% | +28.6% | +440.5% | +391.2% |
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