+155.8%
WWD vs FDS
-24.3%
+180.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +4.2% | -5.0% | +9.1% | +4.1% |
| 30D | -0.8% | +13.8% | -14.5% | -0.6% |
| 3M | -8.2% | +14.8% | -23.0% | -7.9% |
| 6M | -9.8% | +47.4% | -57.2% | -9.5% |
| YTD | +10.4% | +14.2% | -3.7% | +15.8% |
| 1Y | +25.5% | +26.6% | -1.2% | +28.1% |
| 3Y | +155.8% | -24.4% | +180.2% | +195.8% |
| All | +155.8% | -24.3% | +180.1% | +195.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling