+113.2%
WDC vs FTV
+37.8%
+75.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.3% | -9.1% | -6.8% |
| 7D | -18.3% | +6.6% | -24.9% | -18.6% |
| 30D | -26.7% | +19.1% | -45.8% | -27.4% |
| 3M | -40.9% | +13.1% | -54.0% | -41.2% |
| 6M | -26.8% | +14.0% | -40.8% | -27.2% |
| YTD | +88.2% | +24.2% | +64.0% | +79.4% |
| 1Y | +113.2% | +36.4% | +76.8% | +113.3% |
| All | +113.2% | +37.8% | +75.4% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling