+508.2%
WDC vs FIG
-73.2%
+581.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.7% | +7.8% | +1.6% |
| 7D | +6.0% | -16.4% | +22.3% | +4.4% |
| 30D | +9.9% | -2.3% | +12.2% | +9.9% |
| 3M | -9.4% | +7.8% | -17.2% | -6.7% |
| 6M | +94.7% | -21.8% | +116.5% | +101.9% |
| YTD | +177.3% | -39.1% | +216.4% | +195.6% |
| 1Y | +412.4% | -56.6% | +469.1% | +451.2% |
| All | +508.2% | -73.2% | +581.4% | +531.8% |
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 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