+113.2%
WDC vs FTI
+57.1%
+56.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.4% | -3.4% | -5.0% |
| 7D | -18.3% | -9.7% | -8.6% | -14.1% |
| 30D | -26.7% | -8.2% | -18.5% | -23.5% |
| 3M | -40.9% | -7.8% | -33.1% | -38.3% |
| 6M | -26.8% | -13.4% | -13.3% | -20.9% |
| YTD | +88.2% | +45.1% | +43.1% | +52.5% |
| 1Y | +113.2% | +54.6% | +58.6% | +66.3% |
| All | +113.2% | +57.1% | +56.1% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling