+1,294.6%
WDC vs FN
+2,575.5%
-1,280.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -14.2% | -3.1% | -12.5% |
| 7D | -32.3% | -16.0% | -16.3% | -27.9% |
| 30D | -34.9% | -40.1% | +5.2% | -22.5% |
| 3M | -48.4% | -43.9% | -4.5% | -38.2% |
| 6M | -42.4% | -55.6% | +13.2% | -25.7% |
| YTD | +55.5% | -35.7% | +91.2% | +76.2% |
| 1Y | +67.5% | -39.8% | +107.3% | +93.8% |
| 3Y | +727.3% | +80.3% | +647.0% | +553.5% |
| 5Y | +533.3% | +143.3% | +390.0% | +343.8% |
| 10Y | +627.0% | +682.3% | -55.3% | +275.6% |
| All | +1,294.6% | +2,575.5% | -1,280.9% | +469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling