-23.9%
WY vs FDS
-22.8%
-1.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | -5.1% | -2.1% | -2.9% | -4.7% |
| 30D | +9.0% | +16.0% | -7.0% | +6.9% |
| 3M | -16.7% | +18.8% | -35.5% | -18.7% |
| 6M | -10.3% | +54.1% | -64.4% | -15.7% |
| YTD | -10.5% | +17.0% | -27.5% | -9.9% |
| 1Y | -5.9% | +25.5% | -31.4% | -7.7% |
| All | -23.9% | -22.8% | -1.1% | -12.9% |
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