+259.3%
WY vs FDS
+10,480.1%
-10,220.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.8% | +1.5% | -2.3% | -1.3% |
| 30D | +10.1% | +14.8% | -4.7% | +5.3% |
| 3M | -15.4% | +16.3% | -31.7% | -19.9% |
| 6M | -8.3% | +66.2% | -74.5% | -24.1% |
| YTD | -9.8% | +16.2% | -26.1% | -17.4% |
| 1Y | -3.9% | +21.8% | -25.7% | -13.6% |
| 3Y | -23.3% | -23.9% | +0.6% | -20.1% |
| 5Y | -31.2% | -23.1% | -8.1% | -29.1% |
| 10Y | +5.5% | +128.7% | -123.2% | -22.8% |
| All | +259.3% | +10,480.1% | -10,220.8% | +29.5% |
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