-9.2%
WY vs FDS
-28.0%
+18.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.8% | +3.2% | -2.5% |
| 7D | -3.7% | -16.0% | +12.3% | -3.2% |
| 30D | -11.3% | -6.7% | -4.6% | -11.1% |
| 3M | -8.1% | +6.0% | -14.1% | -7.7% |
| 6M | -7.4% | +25.1% | -32.5% | -7.5% |
| YTD | -4.7% | -8.1% | +3.4% | -0.4% |
| 1Y | -9.2% | -26.0% | +16.8% | -1.3% |
| All | -9.2% | -28.0% | +18.8% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling