+712.3%
WDC vs FE
+42.7%
+669.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.9% |
| 7D | -28.0% | -1.0% | -26.9% | -28.2% |
| 30D | -34.9% | +4.1% | -39.1% | -34.1% |
| 3M | -41.6% | -1.0% | -40.5% | -41.6% |
| 6M | -45.4% | +4.0% | -49.4% | -44.7% |
| YTD | +53.3% | +6.8% | +46.5% | +55.3% |
| 1Y | +61.5% | +5.3% | +56.2% | +63.6% |
| 3Y | +712.3% | +44.6% | +667.8% | +766.5% |
| All | +712.3% | +42.7% | +669.7% | +766.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling