+704.0%
WDC vs FND
+66.0%
+638.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.1% | +5.3% |
| 7D | +1.7% | -5.2% | +7.0% | +3.5% |
| 30D | -10.0% | -19.9% | +9.9% | -3.3% |
| 3M | -18.8% | +2.7% | -21.5% | -21.4% |
| 6M | +79.0% | -21.7% | +100.7% | +89.0% |
| YTD | +171.6% | -17.5% | +189.1% | +180.0% |
| 1Y | +417.4% | -39.3% | +456.7% | +488.4% |
| 3Y | +1,251.8% | -49.8% | +1,301.6% | +1,463.8% |
| 5Y | +911.7% | -60.1% | +971.8% | +1,097.5% |
| All | +704.0% | +66.0% | +638.0% | +413.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling