+567.0%
WDC vs FE
+47.0%
+520.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.0% |
| 7D | +12.1% | +1.2% | +10.9% | +12.1% |
| 30D | -18.8% | +4.5% | -23.3% | -18.8% |
| 3M | -39.3% | +1.3% | -40.7% | -39.3% |
| 6M | -40.1% | +8.7% | -48.8% | -40.6% |
| YTD | +71.8% | +9.2% | +62.6% | +69.8% |
| 1Y | +88.5% | +7.0% | +81.5% | +86.8% |
| 3Y | +770.0% | +51.4% | +718.6% | +693.6% |
| All | +567.0% | +47.0% | +520.0% | +487.4% |
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