+934.2%
WM vs FANG
+1,273.9%
-339.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +3.2% | +4.0% | -0.8% | +2.9% |
| 30D | +13.0% | -5.8% | +18.8% | +13.4% |
| 3M | +9.2% | -6.7% | +15.9% | +9.7% |
| 6M | +13.6% | -6.4% | +20.1% | +13.9% |
| YTD | +12.4% | +25.9% | -13.5% | +10.0% |
| 1Y | +21.2% | +31.1% | -9.9% | +18.2% |
| 3Y | +48.7% | +31.3% | +17.3% | +43.8% |
| 5Y | +61.9% | +108.3% | -46.4% | +49.3% |
| 10Y | +331.0% | +156.4% | +174.6% | +263.2% |
| All | +934.2% | +1,273.9% | -339.7% | +640.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling