+991.6%
WDC vs FTV
+1.8%
+989.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.9% |
| 7D | +7.5% | -1.3% | +8.7% | +8.3% |
| 30D | +10.1% | -9.5% | +19.6% | +17.6% |
| 3M | -6.8% | -10.9% | +4.1% | -0.5% |
| 6M | +84.1% | -0.6% | +84.8% | +81.2% |
| YTD | +180.3% | +1.4% | +178.8% | +165.5% |
| 1Y | +411.1% | +17.6% | +393.4% | +327.0% |
| 3Y | +1,375.0% | -3.3% | +1,378.3% | +1,327.7% |
| 5Y | +991.6% | -0.1% | +991.7% | +815.3% |
| All | +991.6% | +1.8% | +989.7% | +815.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling