+113.2%
WDC vs FE
+6.1%
+107.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | -18.3% | +1.7% | -20.0% | -17.2% |
| 30D | -26.7% | +8.1% | -34.8% | -22.2% |
| 3M | -40.9% | -1.3% | -39.6% | -41.2% |
| 6M | -26.8% | +2.9% | -29.7% | -24.4% |
| YTD | +88.2% | +8.6% | +79.6% | +89.9% |
| 1Y | +113.2% | +6.3% | +106.9% | +119.9% |
| All | +113.2% | +6.1% | +107.1% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling