+435.4%
WDC vs FND
+61.4%
+374.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.8% |
| 7D | +16.3% | -5.1% | +21.4% | +18.4% |
| 30D | -18.3% | +9.2% | -27.4% | -21.2% |
| 3M | -31.4% | -17.7% | -13.7% | -27.6% |
| 6M | -36.3% | +2.5% | -38.8% | -39.1% |
| YTD | +80.8% | -19.8% | +100.7% | +86.7% |
| 1Y | +87.7% | -22.7% | +110.4% | +95.5% |
| 3Y | +819.4% | -38.3% | +857.7% | +875.4% |
| 5Y | +583.2% | -63.0% | +646.2% | +729.2% |
| All | +435.4% | +61.4% | +374.0% | +242.6% |
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