+324.8%
WM vs FDS
+132.8%
+192.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.4% |
| 7D | +0.8% | -2.1% | +2.9% | +1.4% |
| 30D | +13.8% | +16.0% | -2.2% | +8.9% |
| 3M | +6.4% | +18.8% | -12.4% | +0.5% |
| 6M | +13.2% | +54.1% | -40.9% | -2.3% |
| YTD | +10.8% | +17.0% | -6.2% | +3.4% |
| 1Y | +20.2% | +25.5% | -5.3% | +9.2% |
| 3Y | +46.5% | -23.3% | +69.8% | +55.9% |
| 5Y | +61.3% | -22.6% | +83.9% | +68.1% |
| 10Y | +324.8% | +130.2% | +194.5% | +204.2% |
| All | +324.8% | +132.8% | +192.0% | +204.2% |
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