+1,359.8%
WDC vs FDS
-30.4%
+1,390.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +0.9% |
| 7D | +6.0% | -5.4% | +11.4% | +4.4% |
| 30D | +9.9% | +1.6% | +8.4% | +10.9% |
| 3M | -9.4% | +17.7% | -27.1% | -3.0% |
| 6M | +94.7% | +29.1% | +65.7% | +109.7% |
| YTD | +177.4% | +1.0% | +176.4% | +201.3% |
| 1Y | +412.6% | -21.6% | +434.2% | +492.3% |
| 3Y | +1,359.8% | -30.1% | +1,389.9% | +1,571.8% |
| All | +1,359.8% | -30.4% | +1,390.2% | +1,571.8% |
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