+5,824.6%
WDC vs FDS
+9,502.8%
-3,678.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.5% | +9.4% | +7.3% |
| 7D | +1.7% | -1.9% | +3.6% | +2.4% |
| 30D | -10.0% | +9.0% | -19.0% | -13.8% |
| 3M | -18.8% | +18.9% | -37.6% | -28.3% |
| 6M | +79.0% | +35.1% | +43.9% | +45.6% |
| YTD | +171.6% | +5.5% | +166.1% | +142.3% |
| 1Y | +417.4% | -16.8% | +434.2% | +403.7% |
| 3Y | +1,251.8% | -28.1% | +1,279.8% | +1,285.6% |
| 5Y | +911.7% | -17.4% | +929.1% | +858.5% |
| 10Y | +1,399.6% | +85.4% | +1,314.2% | +861.9% |
| All | +5,824.6% | +9,502.8% | -3,678.3% | +636.0% |
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