+824.8%
WM vs FANG
+1,370.4%
-545.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -2.4% | +7.6% | -10.0% | -2.9% |
| 3M | +0.4% | -1.3% | +1.7% | +0.4% |
| 6M | -9.5% | +14.7% | -24.1% | -10.6% |
| YTD | +0.5% | +34.8% | -34.3% | -2.0% |
| 1Y | -1.1% | +42.9% | -44.0% | -4.1% |
| 3Y | +46.0% | +43.8% | +2.3% | +40.3% |
| 5Y | +51.8% | +225.8% | -174.0% | +35.3% |
| 10Y | +307.5% | +171.9% | +135.6% | +241.8% |
| All | +824.8% | +1,370.4% | -545.6% | +559.6% |
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