+1,381.3%
WM vs FDS
+10,727.5%
-9,346.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | +8.0% | +22.9% | -14.9% | +2.9% |
| 6M | +8.4% | +56.5% | -48.1% | -2.8% |
| YTD | +11.2% | +19.0% | -7.7% | +5.0% |
| 1Y | +22.3% | +32.7% | -10.4% | +12.4% |
| 3Y | +50.2% | -20.4% | +70.6% | +53.2% |
| 5Y | +63.3% | -19.6% | +82.9% | +64.8% |
| 10Y | +355.0% | +148.5% | +206.5% | +258.7% |
| All | +1,381.3% | +10,727.5% | -9,346.3% | +459.4% |
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