+928.6%
WDC vs FE
+45.0%
+883.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.4% | +5.9% |
| 7D | +1.7% | +1.9% | -0.2% | +1.7% |
| 30D | -10.0% | -1.2% | -8.8% | -9.9% |
| 3M | -18.8% | +3.5% | -22.2% | -19.1% |
| 6M | +79.0% | -6.1% | +85.1% | +80.0% |
| YTD | +171.6% | +7.6% | +163.9% | +168.3% |
| 1Y | +417.4% | +11.9% | +405.5% | +407.3% |
| 3Y | +1,251.8% | +48.4% | +1,203.4% | +1,136.5% |
| All | +928.6% | +45.0% | +883.6% | +797.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling