+66.3%
WDC vs FN
-24.2%
+90.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +2.3% |
| 7D | -16.7% | -4.1% | -12.7% | -14.8% |
| 30D | -27.2% | -28.3% | +1.1% | -14.2% |
| 3M | -34.0% | -33.9% | -0.1% | -20.4% |
| 6M | -39.7% | -43.9% | +4.2% | -22.3% |
| YTD | +68.1% | -23.4% | +91.5% | +69.1% |
| 1Y | +66.3% | -25.4% | +91.7% | +67.8% |
| All | +66.3% | -24.2% | +90.5% | +67.8% |
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