+305.6%
WM vs FDS
+84.7%
+220.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.2% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | -2.4% | +9.0% | -11.4% | -5.1% |
| 3M | +0.4% | +18.9% | -18.4% | -5.3% |
| 6M | -9.5% | +35.1% | -44.6% | -18.9% |
| YTD | +0.5% | +5.5% | -5.0% | -2.9% |
| 1Y | -1.1% | -16.8% | +15.7% | +3.2% |
| 3Y | +46.0% | -28.1% | +74.1% | +58.2% |
| 5Y | +51.8% | -17.4% | +69.2% | +53.0% |
| All | +305.6% | +84.7% | +220.9% | +195.6% |
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