+170.0%
WWD vs FDS
-27.1%
+197.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.0% |
| 7D | +1.3% | -1.9% | +3.2% | +1.3% |
| 30D | -7.2% | +9.0% | -16.2% | -7.2% |
| 3M | -3.8% | +18.9% | -22.7% | -3.5% |
| 6M | -9.9% | +35.1% | -45.0% | -10.2% |
| YTD | +14.8% | +5.5% | +9.3% | +20.0% |
| 1Y | +42.1% | -16.8% | +58.9% | +58.4% |
| All | +170.0% | -27.1% | +197.0% | +205.1% |
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