+1,238.6%
WM vs FDS
+9,502.8%
-8,264.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.5% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | -2.4% | +9.0% | -11.4% | -4.3% |
| 3M | +0.4% | +18.9% | -18.4% | -3.8% |
| 6M | -9.5% | +35.1% | -44.6% | -16.2% |
| YTD | +0.5% | +5.5% | -5.0% | -2.4% |
| 1Y | -1.1% | -16.8% | +15.7% | +0.8% |
| 3Y | +46.0% | -28.1% | +74.1% | +52.6% |
| 5Y | +51.8% | -17.4% | +69.2% | +52.8% |
| 10Y | +307.5% | +85.4% | +222.1% | +241.6% |
| All | +1,238.6% | +9,502.8% | -8,264.3% | +420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling