+417.4%
WDC vs FN
+17.1%
+400.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.7% | +4.1% |
| 7D | +1.7% | -1.7% | +3.4% | +2.7% |
| 30D | -10.0% | -22.0% | +12.0% | +1.1% |
| 3M | -18.8% | -43.0% | +24.3% | +7.6% |
| 6M | +79.0% | -27.7% | +106.8% | +100.9% |
| YTD | +171.6% | -10.5% | +182.1% | +159.3% |
| 1Y | +417.4% | +12.5% | +404.9% | +307.9% |
| All | +417.4% | +17.1% | +400.3% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling