+13,336.8%
WWD vs FDS
+9,502.8%
+3,834.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.3% |
| 7D | +1.3% | -1.9% | +3.2% | +1.9% |
| 30D | -7.2% | +9.0% | -16.2% | -10.2% |
| 3M | -3.8% | +18.9% | -22.7% | -11.0% |
| 6M | -9.9% | +35.1% | -45.0% | -21.7% |
| YTD | +14.8% | +5.5% | +9.3% | +7.4% |
| 1Y | +42.1% | -16.8% | +58.9% | +43.6% |
| 3Y | +170.8% | -28.1% | +198.9% | +185.7% |
| 5Y | +197.5% | -17.4% | +214.9% | +194.7% |
| 10Y | +477.8% | +85.4% | +392.4% | +326.4% |
| All | +13,336.8% | +9,502.8% | +3,834.0% | +5,123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling