+1,309.1%
WDC vs FDS
+72.8%
+1,236.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.0% |
| 7D | +7.5% | -8.8% | +16.3% | +10.0% |
| 30D | +10.1% | -1.4% | +11.4% | +9.7% |
| 3M | -6.8% | +13.9% | -20.7% | -13.9% |
| 6M | +84.1% | +27.4% | +56.7% | +58.8% |
| YTD | +180.3% | -2.5% | +182.7% | +169.4% |
| 1Y | +411.1% | -23.8% | +434.9% | +448.7% |
| 3Y | +1,375.0% | -32.5% | +1,407.5% | +1,551.9% |
| 5Y | +991.6% | -23.2% | +1,014.7% | +998.3% |
| 10Y | +1,309.1% | +76.4% | +1,232.7% | +731.2% |
| All | +1,309.1% | +72.8% | +1,236.2% | +731.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling