+772.0%
WDC vs FDS
-24.3%
+796.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +9.8% |
| 7D | -14.4% | -5.0% | -9.5% | -15.6% |
| 30D | -27.1% | +13.8% | -40.8% | -24.1% |
| 3M | -33.3% | +14.8% | -48.1% | -30.2% |
| 6M | -39.6% | +47.4% | -87.0% | -32.2% |
| YTD | +68.4% | +14.2% | +54.2% | +89.8% |
| 1Y | +78.2% | +26.6% | +51.5% | +99.2% |
| 3Y | +772.0% | -24.4% | +796.4% | +939.3% |
| All | +772.0% | -24.3% | +796.3% | +939.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling