-40.1%
WDC vs FTI
-9.7%
-30.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.1% | -6.0% |
| 7D | +12.1% | +4.3% | +7.8% | +9.7% |
| 30D | -18.8% | -4.7% | -14.1% | -17.1% |
| 3M | -39.3% | -13.5% | -25.8% | -35.3% |
| 6M | -40.1% | -8.7% | -31.4% | -38.7% |
| All | -40.1% | -9.7% | -30.4% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling