-16.8%
FDS vs WSM
+19.9%
-36.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.7% |
| 7D | -1.9% | -3.3% | +1.4% | -1.6% |
| 30D | +9.0% | -8.4% | +17.4% | +9.9% |
| 3M | +18.9% | +9.7% | +9.2% | +18.1% |
| 6M | +35.1% | +16.7% | +18.4% | +33.4% |
| YTD | +5.5% | +28.7% | -23.2% | +3.4% |
| 1Y | -16.8% | +13.7% | -30.5% | -21.2% |
| All | -16.8% | +19.9% | -36.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling