+770.0%
WDC vs FTV
+39.2%
+730.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | +12.1% | +3.9% | +8.2% | +9.9% |
| 30D | -18.8% | +18.7% | -37.5% | -25.6% |
| 3M | -39.3% | +10.0% | -49.3% | -42.2% |
| 6M | -40.1% | +14.6% | -54.7% | -45.0% |
| YTD | +71.8% | +23.4% | +48.4% | +47.0% |
| 1Y | +88.5% | +31.3% | +57.2% | +53.2% |
| 3Y | +770.0% | +39.8% | +730.2% | +554.2% |
| All | +770.0% | +39.2% | +730.8% | +554.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling