+61.9%
WM vs FDS
-23.2%
+85.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +3.2% | +1.5% | +1.7% | +2.9% |
| 30D | +13.0% | +14.8% | -1.8% | +9.8% |
| 3M | +9.2% | +16.3% | -7.1% | +5.5% |
| 6M | +13.6% | +66.2% | -52.6% | +0.9% |
| YTD | +12.4% | +16.2% | -3.8% | +8.3% |
| 1Y | +21.2% | +21.8% | -0.6% | +15.0% |
| 3Y | +48.7% | -23.9% | +72.6% | +60.1% |
| All | +61.9% | -23.2% | +85.1% | +71.6% |
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