+1,475.1%
WDC vs FTV
+90.8%
+1,384.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +6.6% |
| 7D | +1.7% | -4.5% | +6.2% | +5.3% |
| 30D | -10.0% | -7.1% | -2.9% | -4.9% |
| 3M | -18.8% | -7.2% | -11.6% | -15.4% |
| 6M | +79.0% | -1.5% | +80.5% | +77.7% |
| YTD | +171.6% | +3.5% | +168.1% | +153.2% |
| 1Y | +417.4% | +20.3% | +397.0% | +323.1% |
| 3Y | +1,251.8% | -3.1% | +1,254.9% | +1,204.8% |
| 5Y | +911.7% | +2.3% | +909.3% | +821.4% |
| 10Y | +1,399.6% | +76.3% | +1,323.3% | +917.0% |
| All | +1,475.1% | +90.8% | +1,384.3% | +938.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling