+113.2%
WDC vs F
+2.7%
+110.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.7% | -7.7% |
| 7D | -18.3% | +6.0% | -24.3% | -20.2% |
| 30D | -26.7% | +4.3% | -31.0% | -28.0% |
| 3M | -40.9% | -10.1% | -30.9% | -38.9% |
| 6M | -26.8% | +12.8% | -39.5% | -36.3% |
| YTD | +88.2% | -0.1% | +88.3% | +71.1% |
| 1Y | +113.2% | +3.7% | +109.5% | +88.9% |
| All | +113.2% | +2.7% | +110.5% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling