-23.3%
FDS vs WSM
+165.0%
-188.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | -0.3% |
| 7D | -2.6% | -3.2% | +0.6% | -2.2% |
| 30D | +14.1% | +4.6% | +9.4% | +13.4% |
| 3M | +19.8% | +2.4% | +17.3% | +19.3% |
| 6M | +55.0% | +43.7% | +11.3% | +47.5% |
| YTD | +15.9% | +42.1% | -26.2% | +10.2% |
| 1Y | +24.2% | +32.3% | -8.1% | +19.1% |
| 3Y | -24.0% | +253.0% | -277.0% | -40.5% |
| 5Y | -23.3% | +161.3% | -184.6% | -39.8% |
| All | -23.3% | +165.0% | -188.4% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling