+514.7%
WDC vs FIG
-74.1%
+588.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +0.8% |
| 7D | +7.5% | -14.5% | +21.9% | +6.1% |
| 30D | +10.1% | -13.3% | +23.4% | +8.9% |
| 3M | -6.8% | +7.4% | -14.2% | -4.2% |
| 6M | +84.1% | -27.8% | +111.9% | +90.5% |
| YTD | +180.3% | -41.1% | +221.4% | +197.9% |
| 1Y | +411.1% | -58.7% | +469.8% | +447.6% |
| All | +514.7% | -74.1% | +588.9% | +536.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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