+336.4%
WM vs FIVN
+102.4%
+234.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -17.6% | +15.6% | -1.3% |
| 7D | +1.2% | -22.6% | +23.8% | +2.2% |
| 30D | +13.1% | -16.8% | +29.8% | +13.8% |
| 3M | +3.6% | -0.9% | +4.5% | +3.2% |
| 6M | +8.1% | +28.4% | -20.3% | +6.1% |
| YTD | +8.9% | +40.2% | -31.3% | +6.0% |
| 1Y | +20.3% | +30.5% | -10.2% | +17.4% |
| 3Y | +46.2% | -56.2% | +102.4% | +49.8% |
| 5Y | +59.9% | -81.0% | +140.9% | +69.8% |
| All | +336.4% | +102.4% | +234.0% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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