+114.5%
FE vs GWW
+553.5%
-439.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -1.2% | -1.4% | +0.3% | -0.9% |
| 3M | +1.7% | -3.6% | +5.3% | +2.3% |
| 6M | -7.5% | +15.1% | -22.6% | -10.8% |
| YTD | +6.3% | +27.5% | -21.2% | -0.2% |
| 1Y | +10.9% | +29.6% | -18.8% | +3.4% |
| 3Y | +46.9% | +90.1% | -43.1% | +22.3% |
| 5Y | +47.6% | +222.6% | -175.0% | +5.7% |
| 10Y | +114.5% | +566.5% | -452.0% | +37.6% |
| All | +114.5% | +553.5% | -439.0% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling