+584.9%
WDC vs FN
+206.7%
+378.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +11.9% | -2.0% | +4.7% |
| 7D | -14.4% | +16.3% | -30.7% | -20.0% |
| 30D | -27.1% | -24.7% | -2.3% | -18.1% |
| 3M | -33.3% | -34.9% | +1.7% | -21.6% |
| 6M | -39.6% | -41.1% | +1.5% | -26.9% |
| YTD | +68.4% | -19.6% | +88.0% | +76.2% |
| 1Y | +78.2% | -18.5% | +96.7% | +85.6% |
| 3Y | +772.0% | +119.1% | +652.9% | +490.5% |
| 5Y | +584.9% | +206.9% | +378.0% | +272.9% |
| All | +584.9% | +206.7% | +378.2% | +272.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling