+192.5%
WWD vs FDS
-20.4%
+212.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.5% |
| 7D | +0.8% | -5.4% | +6.2% | +1.5% |
| 30D | -6.4% | +1.6% | -8.0% | -6.7% |
| 3M | -5.6% | +17.7% | -23.4% | -8.0% |
| 6M | -9.1% | +29.1% | -38.2% | -13.6% |
| YTD | +12.5% | +1.0% | +11.5% | +14.3% |
| 1Y | +41.3% | -21.6% | +63.0% | +56.5% |
| 3Y | +170.2% | -30.1% | +200.3% | +208.2% |
| 5Y | +192.5% | -20.7% | +213.2% | +238.1% |
| All | +192.5% | -20.4% | +212.9% | +238.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling