+495.3%
WWD vs FDS
+72.8%
+422.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.7% |
| 7D | +0.6% | -8.8% | +9.4% | +3.9% |
| 30D | -5.1% | -1.4% | -3.7% | -5.1% |
| 3M | -11.2% | +13.9% | -25.1% | -16.9% |
| 6M | -12.0% | +27.4% | -39.4% | -23.1% |
| YTD | +12.0% | -2.5% | +14.4% | +9.1% |
| 1Y | +42.8% | -23.8% | +66.6% | +55.9% |
| 3Y | +168.9% | -32.5% | +201.4% | +206.4% |
| 5Y | +192.2% | -23.2% | +215.4% | +199.9% |
| 10Y | +495.3% | +76.4% | +418.9% | +284.8% |
| All | +495.3% | +72.8% | +422.4% | +284.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling