+303.5%
WM vs FANG
+183.1%
+120.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -0.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.2% |
| 30D | -5.3% | +2.4% | -7.7% | -5.5% |
| 3M | -4.2% | +5.1% | -9.3% | -4.7% |
| 6M | -8.1% | +16.4% | -24.5% | -9.3% |
| YTD | -1.4% | +39.0% | -40.4% | -4.2% |
| 1Y | +0.2% | +50.6% | -50.4% | -3.2% |
| 3Y | +43.1% | +46.9% | -3.8% | +37.2% |
| 5Y | +49.8% | +238.2% | -188.4% | +32.9% |
| All | +303.5% | +183.1% | +120.4% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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