+88.5%
WDC vs FTI
+54.7%
+33.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.1% | -6.2% |
| 7D | +12.1% | +4.3% | +7.8% | +9.4% |
| 30D | -18.8% | -4.7% | -14.1% | -16.7% |
| 3M | -39.3% | -13.5% | -25.8% | -34.5% |
| 6M | -40.1% | -8.7% | -31.4% | -37.2% |
| YTD | +71.8% | +49.0% | +22.8% | +44.3% |
| 1Y | +88.5% | +54.0% | +34.4% | +60.8% |
| All | +88.5% | +54.7% | +33.8% | +60.8% |
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