+328.7%
WM vs FDS
+135.1%
+193.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.5% | -5.0% | +4.5% | +1.0% |
| 30D | +13.3% | +13.8% | -0.5% | +9.0% |
| 3M | +4.4% | +14.8% | -10.5% | -0.4% |
| 6M | +10.8% | +47.4% | -36.6% | -3.0% |
| YTD | +9.1% | +14.2% | -5.1% | +2.6% |
| 1Y | +19.1% | +26.6% | -7.5% | +7.7% |
| 3Y | +45.7% | -24.4% | +70.1% | +55.6% |
| 5Y | +60.4% | -22.6% | +83.1% | +66.8% |
| 10Y | +328.7% | +130.0% | +198.7% | +205.5% |
| All | +328.7% | +135.1% | +193.6% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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