+297.5%
WY vs FDS
+9,502.8%
-9,205.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.0% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -10.1% | +9.0% | -19.1% | -12.8% |
| 3M | -5.1% | +18.9% | -24.0% | -11.3% |
| 6M | -4.8% | +35.1% | -39.9% | -16.0% |
| YTD | -0.2% | +5.5% | -5.7% | -5.4% |
| 1Y | -6.6% | -16.8% | +10.2% | -4.7% |
| 3Y | -22.7% | -28.1% | +5.3% | -17.8% |
| 5Y | -22.2% | -17.4% | -4.8% | -21.6% |
| 10Y | +7.3% | +85.4% | -78.2% | -16.1% |
| All | +297.5% | +9,502.8% | -9,205.3% | +48.3% |
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 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