+682.0%
WDC vs FE
+123.7%
+558.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +16.3% | -0.3% | +16.6% | +16.4% |
| 30D | -18.3% | +3.9% | -22.1% | -19.3% |
| 3M | -31.4% | -0.1% | -31.3% | -31.6% |
| 6M | -36.3% | +6.1% | -42.4% | -38.0% |
| YTD | +80.8% | +8.1% | +72.8% | +74.1% |
| 1Y | +87.7% | +4.4% | +83.3% | +82.7% |
| 3Y | +819.4% | +49.0% | +770.4% | +667.3% |
| 5Y | +583.2% | +46.1% | +537.1% | +464.2% |
| All | +682.0% | +123.7% | +558.2% | +558.8% |
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