+660.4%
WDC vs FDS
+127.5%
+532.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -16.7% | -2.0% | -14.8% | -16.4% |
| 30D | -27.2% | +13.5% | -40.7% | -30.1% |
| 3M | -34.0% | +15.2% | -49.2% | -37.4% |
| 6M | -39.7% | +47.0% | -86.8% | -49.8% |
| YTD | +68.1% | +13.9% | +54.2% | +53.7% |
| 1Y | +66.3% | +25.2% | +41.1% | +43.4% |
| 3Y | +754.4% | -25.3% | +779.8% | +845.2% |
| 5Y | +595.8% | -23.3% | +619.1% | +641.4% |
| 10Y | +660.4% | +126.0% | +534.4% | +307.4% |
| All | +660.4% | +127.5% | +532.9% | +307.4% |
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