+269.4%
WDC vs FIG
-77.2%
+346.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.7% | +10.0% |
| 7D | -14.4% | -12.6% | -1.8% | -15.1% |
| 30D | -27.1% | -13.8% | -13.3% | -27.7% |
| 3M | -33.3% | -16.7% | -16.6% | -33.9% |
| 6M | -39.6% | -6.1% | -33.5% | -38.3% |
| YTD | +68.4% | -48.1% | +116.5% | +77.8% |
| 1Y | +78.2% | -56.2% | +134.3% | +88.2% |
| All | +269.4% | -77.2% | +346.5% | +280.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling