+113.2%
WDC vs FDS
+31.1%
+82.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.7% | -5.4% |
| 7D | -18.3% | +9.4% | -27.7% | -14.3% |
| 30D | -26.7% | +23.8% | -50.5% | -18.4% |
| 3M | -40.9% | +25.1% | -66.1% | -33.6% |
| 6M | -26.8% | +53.8% | -80.5% | -6.6% |
| YTD | +88.2% | +19.6% | +68.6% | +125.1% |
| 1Y | +113.2% | +31.6% | +81.5% | +175.3% |
| All | +113.2% | +31.1% | +82.1% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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