+53.9%
WM vs FND
-60.2%
+114.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.3% |
| 7D | -0.3% | -5.2% | +4.9% | 0.0% |
| 30D | -2.4% | -19.9% | +17.5% | -1.3% |
| 3M | +0.4% | +2.7% | -2.3% | +0.1% |
| 6M | -9.5% | -21.7% | +12.2% | -8.5% |
| YTD | +0.5% | -17.5% | +18.0% | +1.2% |
| 1Y | -1.1% | -39.3% | +38.2% | +1.3% |
| 3Y | +46.0% | -49.8% | +95.8% | +49.4% |
| All | +53.9% | -60.2% | +114.1% | +58.3% |
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