+66.6%
WDC vs FN
-20.4%
+87.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +11.9% | -2.0% | +3.6% |
| 7D | -14.4% | +16.3% | -30.7% | -21.2% |
| 30D | -27.1% | -24.7% | -2.3% | -16.1% |
| 3M | -33.3% | -34.9% | +1.7% | -18.9% |
| 6M | -39.6% | -41.1% | +1.5% | -24.1% |
| YTD | +68.4% | -19.6% | +88.0% | +65.2% |
| All | +66.6% | -20.4% | +87.1% | +64.0% |
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