+3,872.1%
WDC vs FDS
+10,549.7%
-6,677.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +7.2% |
| 7D | -3.2% | -2.1% | -1.1% | -2.3% |
| 30D | -19.0% | +16.0% | -35.0% | -24.5% |
| 3M | -28.4% | +18.8% | -47.2% | -34.7% |
| 6M | -39.2% | +54.1% | -93.3% | -53.2% |
| YTD | +82.1% | +17.0% | +65.1% | +53.8% |
| 1Y | +84.7% | +25.5% | +59.1% | +49.9% |
| 3Y | +825.6% | -23.3% | +849.0% | +816.1% |
| 5Y | +608.2% | -22.6% | +630.8% | +590.3% |
| 10Y | +695.1% | +130.2% | +564.9% | +359.6% |
| All | +3,872.1% | +10,549.7% | -6,677.6% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling