+47.7%
FND vs WSM
+918.9%
-871.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -5.8% | -0.5% | -5.2% | -5.5% |
| 30D | -20.2% | -7.7% | -12.5% | -16.4% |
| 3M | -12.0% | +3.8% | -15.7% | -13.5% |
| 6M | -18.5% | +22.7% | -41.2% | -26.7% |
| YTD | -22.3% | +28.0% | -50.3% | -31.7% |
| 1Y | -47.6% | +12.7% | -60.4% | -50.8% |
| 3Y | -49.8% | +231.3% | -281.0% | -75.2% |
| 5Y | -63.0% | +177.2% | -240.2% | -80.5% |
| All | +47.7% | +918.9% | -871.2% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling