+583.6%
WDC vs FN
+753.0%
-169.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -6.6% |
| 7D | -28.0% | 0.0% | -27.9% | -28.1% |
| 30D | -34.9% | -34.3% | -0.6% | -22.1% |
| 3M | -41.6% | -39.9% | -1.7% | -28.5% |
| 6M | -45.4% | -51.8% | +6.5% | -27.3% |
| YTD | +53.3% | -28.1% | +81.4% | +68.0% |
| 1Y | +61.5% | -29.1% | +90.6% | +78.1% |
| 3Y | +712.3% | +102.4% | +609.9% | +425.2% |
| 5Y | +524.2% | +171.7% | +352.6% | +232.8% |
| All | +583.6% | +753.0% | -169.4% | +128.3% |
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