+3,573.8%
WDC vs FDS
+10,290.2%
-6,716.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +10.0% |
| 7D | -14.4% | -5.0% | -9.5% | -12.8% |
| 30D | -27.1% | +13.8% | -40.8% | -31.5% |
| 3M | -33.3% | +14.8% | -48.1% | -38.3% |
| 6M | -39.6% | +47.4% | -87.0% | -52.6% |
| YTD | +68.4% | +14.2% | +54.2% | +43.6% |
| 1Y | +78.2% | +26.6% | +51.5% | +43.7% |
| 3Y | +772.0% | -24.4% | +796.4% | +767.1% |
| 5Y | +584.9% | -22.6% | +607.5% | +566.3% |
| 10Y | +653.4% | +130.0% | +523.5% | +334.9% |
| All | +3,573.8% | +10,290.2% | -6,716.4% | +336.1% |
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