+724.2%
WDC vs FN
+80.0%
+644.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -14.2% | -3.1% | -10.8% |
| 7D | -32.3% | -16.0% | -16.3% | -26.5% |
| 30D | -34.9% | -40.1% | +5.2% | -18.1% |
| 3M | -48.4% | -43.9% | -4.5% | -34.7% |
| 6M | -42.4% | -55.6% | +13.2% | -19.9% |
| YTD | +55.5% | -35.7% | +91.2% | +80.7% |
| 1Y | +67.5% | -39.8% | +107.3% | +99.3% |
| All | +724.2% | +80.0% | +644.2% | +548.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling