-36.3%
WDC vs FND
-0.3%
-36.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.9% |
| 7D | +16.3% | -5.1% | +21.4% | +16.0% |
| 30D | -18.3% | +9.2% | -27.4% | -16.8% |
| 3M | -31.4% | -17.7% | -13.7% | -32.4% |
| 6M | -36.3% | +2.5% | -38.8% | -37.9% |
| All | -36.3% | -0.3% | -36.0% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 6mo: compounded portfolio wealth divided by compounded FND 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…
6mo analysis · Full analysis span regression · 6 months rolling