+608.2%
WDC vs FTI
+848.3%
-240.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.9% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | -19.0% | -6.3% | -12.8% | -17.3% |
| 3M | -28.4% | -13.1% | -15.3% | -25.1% |
| 6M | -39.2% | -8.0% | -31.3% | -37.7% |
| YTD | +82.1% | +47.1% | +35.0% | +63.5% |
| 1Y | +84.7% | +50.7% | +34.0% | +64.4% |
| 3Y | +825.6% | +209.0% | +616.7% | +581.9% |
| 5Y | +608.2% | +847.0% | -238.8% | +276.7% |
| All | +608.2% | +848.3% | -240.2% | +276.7% |
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