+1,379.2%
WDC vs FTI
+276.6%
+1,102.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.0% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +9.9% | +12.3% | -2.4% | +5.1% |
| 3M | -9.4% | +13.8% | -23.1% | -13.9% |
| 6M | +94.7% | +24.3% | +70.4% | +78.1% |
| YTD | +177.4% | +75.8% | +101.6% | +124.3% |
| 1Y | +412.6% | +99.6% | +313.0% | +292.9% |
| All | +1,379.2% | +276.6% | +1,102.5% | +928.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling