-22.5%
WY vs FDS
-32.7%
+10.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | 0.0% |
| 7D | -1.7% | -8.8% | +7.1% | -0.5% |
| 30D | -9.9% | -1.4% | -8.5% | -9.8% |
| 3M | -7.5% | +13.9% | -21.4% | -9.1% |
| 6M | -5.1% | +27.4% | -32.5% | -9.1% |
| YTD | -2.1% | -2.5% | +0.4% | +1.0% |
| 1Y | -7.3% | -23.8% | +16.4% | +4.2% |
| All | -22.5% | -32.7% | +10.2% | -10.9% |
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