-23.2%
FDS vs WSM
+182.5%
-205.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -8.8% | +2.6% | -11.4% | -9.1% |
| 30D | -1.4% | -9.3% | +7.9% | -0.2% |
| 3M | +13.9% | +7.1% | +6.8% | +12.8% |
| 6M | +27.4% | +21.7% | +5.7% | +23.8% |
| YTD | -2.5% | +28.7% | -31.2% | -6.0% |
| 1Y | -23.8% | +13.9% | -37.6% | -25.5% |
| 3Y | -32.5% | +232.2% | -264.7% | -46.7% |
| 5Y | -23.2% | +176.4% | -199.6% | -39.9% |
| All | -23.2% | +182.5% | -205.7% | -39.9% |
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