+63.3%
WM vs FDS
-19.3%
+82.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +4.5% | +6.4% | -1.9% | +3.1% |
| 30D | +16.1% | +25.2% | -9.1% | +10.7% |
| 3M | +8.0% | +22.9% | -14.9% | +3.1% |
| 6M | +8.4% | +56.5% | -48.1% | -2.4% |
| YTD | +11.2% | +19.0% | -7.7% | +6.7% |
| 1Y | +22.3% | +32.7% | -10.4% | +13.4% |
| 3Y | +50.2% | -20.4% | +70.6% | +59.7% |
| 5Y | +63.3% | -19.6% | +82.9% | +68.6% |
| All | +63.3% | -19.3% | +82.6% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling