+822.0%
WDC vs F
+50.0%
+772.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.6% | +8.4% |
| 7D | -3.2% | -2.1% | -1.1% | -2.4% |
| 30D | -19.0% | +3.3% | -22.4% | -20.3% |
| 3M | -28.4% | -11.3% | -17.1% | -25.6% |
| 6M | -39.2% | +5.3% | -44.5% | -42.2% |
| YTD | +82.1% | -2.2% | +84.3% | +78.3% |
| 1Y | +84.7% | -3.5% | +88.2% | +82.0% |
| All | +822.0% | +50.0% | +772.0% | +690.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling