+896.5%
WDC vs FTV
+127.6%
+768.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | +12.1% | +3.9% | +8.2% | +9.0% |
| 30D | -18.8% | +18.7% | -37.5% | -28.6% |
| 3M | -39.3% | +10.0% | -49.3% | -43.8% |
| 6M | -40.1% | +14.6% | -54.7% | -47.1% |
| YTD | +71.8% | +23.4% | +48.4% | +39.7% |
| 1Y | +88.5% | +31.3% | +57.2% | +45.0% |
| 3Y | +770.0% | +39.8% | +730.2% | +528.0% |
| 5Y | +549.0% | +17.7% | +531.4% | +432.9% |
| 10Y | +650.3% | +110.2% | +540.1% | +339.5% |
| All | +896.5% | +127.6% | +768.9% | +472.7% |
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