+299.4%
WDC vs FIG
-77.7%
+377.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +8.4% |
| 7D | -3.2% | -14.3% | +11.0% | -4.3% |
| 30D | -19.0% | -13.6% | -5.4% | -19.7% |
| 3M | -28.4% | -23.7% | -4.7% | -29.6% |
| 6M | -39.2% | -5.4% | -33.8% | -38.0% |
| YTD | +82.1% | -49.2% | +131.3% | +92.0% |
| 1Y | +84.7% | -57.4% | +142.0% | +94.8% |
| All | +299.4% | -77.7% | +377.0% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling