+466.3%
WWD vs FDS
+132.8%
+333.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.4% |
| 7D | +3.7% | -2.1% | +5.9% | +4.4% |
| 30D | +1.8% | +16.0% | -14.2% | -3.7% |
| 3M | -5.0% | +18.8% | -23.8% | -11.6% |
| 6M | -8.4% | +54.1% | -62.5% | -24.9% |
| YTD | +12.3% | +17.0% | -4.7% | +1.8% |
| 1Y | +26.2% | +25.5% | +0.7% | +10.0% |
| 3Y | +154.6% | -23.3% | +177.9% | +178.9% |
| 5Y | +195.3% | -22.6% | +217.9% | +215.3% |
| 10Y | +466.3% | +130.2% | +336.1% | +248.3% |
| All | +466.3% | +132.8% | +333.5% | +248.3% |
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