+22,202.4%
WDC vs FTI
+2,165.1%
+20,037.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.0% |
| 7D | +1.7% | +5.3% | -3.5% | -0.5% |
| 30D | -10.0% | +15.3% | -25.3% | -15.1% |
| 3M | -18.8% | +15.8% | -34.5% | -23.5% |
| 6M | +79.0% | +22.6% | +56.5% | +63.9% |
| YTD | +171.6% | +79.5% | +92.0% | +112.9% |
| 1Y | +417.4% | +102.0% | +315.4% | +282.8% |
| 3Y | +1,251.8% | +315.8% | +936.0% | +616.9% |
| 5Y | +911.7% | +1,129.5% | -217.8% | +206.3% |
| 10Y | +1,399.6% | +320.9% | +1,078.7% | +487.7% |
| All | +22,202.4% | +2,165.1% | +20,037.3% | +2,782.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling