+417.4%
WDC vs FTV
+21.5%
+395.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +6.0% |
| 7D | +1.7% | -4.6% | +6.4% | +2.5% |
| 30D | -10.0% | -7.2% | -2.8% | -8.9% |
| 3M | -18.8% | -7.3% | -11.5% | -17.8% |
| 6M | +79.0% | -1.6% | +80.7% | +75.5% |
| YTD | +171.6% | +3.3% | +168.2% | +161.6% |
| 1Y | +417.4% | +20.2% | +397.2% | +355.4% |
| All | +417.4% | +21.5% | +395.9% | +355.4% |
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