+1,359.8%
WDC vs FTV
-3.2%
+1,363.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 7D | +6.0% | -0.4% | +6.4% | +6.1% |
| 30D | +9.9% | -8.3% | +18.3% | +15.0% |
| 3M | -9.4% | -7.4% | -2.0% | -6.7% |
| 6M | +94.7% | -1.2% | +95.9% | +92.2% |
| YTD | +177.4% | +2.7% | +174.7% | +162.3% |
| 1Y | +412.6% | +18.4% | +394.1% | +334.4% |
| 3Y | +1,359.8% | -2.0% | +1,361.8% | +1,292.0% |
| All | +1,359.8% | -3.2% | +1,363.0% | +1,292.0% |
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