+3,458.1%
WDC vs FE
+561.4%
+2,896.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.4% | +6.0% |
| 7D | +1.7% | +1.9% | -0.2% | +1.1% |
| 30D | -10.0% | -1.2% | -8.8% | -9.6% |
| 3M | -18.8% | +3.5% | -22.2% | -20.1% |
| 6M | +79.0% | -6.1% | +85.1% | +81.1% |
| YTD | +171.6% | +7.6% | +163.9% | +162.8% |
| 1Y | +417.4% | +11.9% | +405.5% | +392.8% |
| 3Y | +1,251.8% | +48.4% | +1,203.4% | +1,051.4% |
| 5Y | +911.7% | +44.8% | +866.9% | +759.3% |
| 10Y | +1,399.6% | +115.9% | +1,283.8% | +1,001.0% |
| All | +3,458.1% | +561.4% | +2,896.7% | +2,099.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling