+682.0%
WDC vs FN
+763.2%
-81.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +1.2% |
| 7D | +16.3% | +20.8% | -4.5% | +6.4% |
| 30D | -18.3% | -17.3% | -1.0% | -11.4% |
| 3M | -31.4% | -38.1% | +6.7% | -16.9% |
| 6M | -36.3% | -44.2% | +7.9% | -20.5% |
| YTD | +80.8% | -22.3% | +103.1% | +91.4% |
| 1Y | +87.7% | -20.9% | +108.6% | +97.3% |
| 3Y | +819.4% | +111.1% | +708.4% | +484.3% |
| 5Y | +583.2% | +191.8% | +391.4% | +252.7% |
| All | +682.0% | +763.2% | -81.3% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling