-30.1%
FDS vs WSM
+239.4%
-269.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -5.4% | +2.6% | -8.0% | -5.6% |
| 30D | +1.6% | -9.5% | +11.1% | +2.3% |
| 3M | +17.7% | +12.9% | +4.9% | +16.7% |
| 6M | +29.1% | +23.0% | +6.0% | +27.0% |
| YTD | +1.0% | +28.9% | -27.9% | -0.9% |
| 1Y | -21.6% | +13.7% | -35.3% | -22.5% |
| 3Y | -30.1% | +232.6% | -262.7% | -35.3% |
| All | -30.1% | +239.4% | -269.5% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling