-26.0%
FDS vs WSM
+12.3%
-38.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.2% | -5.6% |
| 7D | -16.0% | +0.4% | -16.4% | -16.0% |
| 30D | -6.7% | -10.7% | +4.0% | -5.7% |
| 3M | +6.0% | +8.5% | -2.5% | +5.5% |
| 6M | +25.1% | +19.6% | +5.5% | +23.1% |
| YTD | -8.1% | +26.6% | -34.7% | -9.8% |
| 1Y | -26.0% | +12.0% | -38.0% | -29.4% |
| All | -26.0% | +12.3% | -38.3% | -29.4% |
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