+302.9%
WM vs FIVN
+103.9%
+199.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.6% | -0.3% |
| 7D | -0.9% | -8.2% | +7.3% | -0.5% |
| 30D | -4.3% | -8.1% | +3.8% | -4.0% |
| 3M | +0.8% | +34.9% | -34.1% | -1.0% |
| 6M | -10.8% | +72.6% | -83.4% | -13.7% |
| YTD | -0.1% | +55.8% | -55.8% | -3.0% |
| 1Y | +1.0% | +17.1% | -16.1% | -0.6% |
| 3Y | +45.1% | -54.3% | +99.4% | +48.9% |
| 5Y | +52.1% | -81.6% | +133.7% | +63.2% |
| 10Y | +302.9% | +109.2% | +193.8% | +232.3% |
| All | +302.9% | +103.9% | +199.1% | +232.3% |
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