+1,410.0%
WDC vs FN
+3,241.9%
-1,831.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +11.9% | -2.0% | +5.8% |
| 7D | -14.4% | +16.3% | -30.7% | -18.8% |
| 30D | -27.1% | -24.7% | -2.3% | -19.9% |
| 3M | -33.3% | -34.9% | +1.7% | -23.9% |
| 6M | -39.6% | -41.1% | +1.5% | -29.3% |
| YTD | +68.4% | -19.6% | +88.0% | +76.3% |
| 1Y | +78.2% | -18.5% | +96.7% | +86.0% |
| 3Y | +772.0% | +119.1% | +652.9% | +542.4% |
| 5Y | +584.9% | +206.9% | +378.0% | +342.4% |
| 10Y | +653.4% | +826.4% | -173.0% | +263.3% |
| All | +1,410.0% | +3,241.9% | -1,831.9% | +469.7% |
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