+991.6%
WDC vs FTI
+1,177.2%
-185.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +7.5% | -2.3% | +9.8% | +8.2% |
| 30D | +10.1% | +5.0% | +5.0% | +8.6% |
| 3M | -6.8% | +13.8% | -20.7% | -10.4% |
| 6M | +84.1% | +22.9% | +61.3% | +72.8% |
| YTD | +180.3% | +75.0% | +105.3% | +138.7% |
| 1Y | +411.1% | +96.9% | +314.2% | +318.9% |
| 3Y | +1,375.0% | +276.7% | +1,098.3% | +919.3% |
| 5Y | +991.6% | +1,157.0% | -165.5% | +421.6% |
| All | +991.6% | +1,177.2% | -185.7% | +421.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling