+411.1%
WDC vs FDS
-23.8%
+434.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | -0.8% |
| 7D | +7.5% | -8.8% | +16.3% | +2.5% |
| 30D | +10.1% | -1.4% | +11.4% | +10.1% |
| 3M | -6.8% | +13.9% | -20.7% | +4.5% |
| 6M | +84.1% | +27.4% | +56.7% | +114.4% |
| YTD | +180.3% | -2.5% | +182.7% | +197.3% |
| 1Y | +411.1% | -23.8% | +434.9% | +448.3% |
| All | +411.1% | -23.8% | +434.9% | +448.3% |
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