+660.4%
WDC vs FE
+110.9%
+549.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.1% | +9.5% | +9.6% |
| 7D | -16.7% | -0.5% | -16.2% | -16.6% |
| 30D | -27.2% | +4.3% | -31.5% | -28.2% |
| 3M | -34.0% | +0.4% | -34.4% | -34.2% |
| 6M | -39.7% | +6.9% | -46.7% | -41.5% |
| YTD | +68.1% | +8.0% | +60.0% | +61.8% |
| 1Y | +66.3% | +4.8% | +61.5% | +61.7% |
| 3Y | +754.4% | +49.0% | +705.5% | +613.2% |
| 5Y | +595.8% | +46.2% | +549.6% | +474.5% |
| 10Y | +660.4% | +120.9% | +539.5% | +541.8% |
| All | +660.4% | +110.9% | +549.5% | +541.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling