+62.1%
WM vs FND
-62.4%
+124.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +1.8% |
| 7D | +1.2% | -5.1% | +6.3% | +1.5% |
| 30D | +15.2% | +9.2% | +6.0% | +14.6% |
| 3M | +8.3% | -17.7% | +26.0% | +9.2% |
| 6M | +13.1% | +2.5% | +10.7% | +12.6% |
| YTD | +12.5% | -19.8% | +32.3% | +13.2% |
| 1Y | +21.8% | -22.7% | +44.5% | +22.8% |
| 3Y | +48.8% | -38.3% | +87.1% | +48.8% |
| 5Y | +62.1% | -63.0% | +125.0% | +70.1% |
| All | +62.1% | -62.4% | +124.5% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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