+9,686.6%
FDS vs WSM
+13,987.5%
-4,300.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | +14.8% | +5.1% | +9.7% | +13.6% |
| 3M | +16.3% | +5.1% | +11.2% | +15.0% |
| 6M | +66.2% | +48.6% | +17.6% | +52.6% |
| YTD | +16.2% | +44.2% | -27.9% | +6.9% |
| 1Y | +21.8% | +38.1% | -16.2% | +13.0% |
| 3Y | -23.9% | +257.2% | -281.1% | -45.1% |
| 5Y | -23.1% | +165.1% | -188.2% | -43.0% |
| 10Y | +128.7% | +1,123.6% | -994.9% | +12.1% |
| All | +9,686.6% | +13,987.5% | -4,300.9% | +2,365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling