+916.1%
WDC vs FANG
+232.6%
+683.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.3% | +2.9% | -7.2% | -5.2% |
| 30D | -1.5% | +2.6% | -4.1% | -2.4% |
| 3M | -15.5% | +7.6% | -23.1% | -17.7% |
| 6M | +66.5% | +17.3% | +49.1% | +56.5% |
| YTD | +159.9% | +38.7% | +121.2% | +129.7% |
| 1Y | +366.0% | +51.6% | +314.3% | +296.3% |
| 3Y | +1,285.8% | +50.0% | +1,235.9% | +1,054.5% |
| All | +916.1% | +232.6% | +683.5% | +548.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling