+120.9%
FE vs GWW
+663.6%
-542.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.4% |
| 7D | -0.5% | +5.5% | -6.1% | -1.8% |
| 30D | +4.3% | +14.4% | -10.1% | +1.0% |
| 3M | +0.4% | +13.7% | -13.3% | -2.7% |
| 6M | +6.9% | +20.1% | -13.1% | +2.1% |
| YTD | +8.0% | +47.1% | -39.1% | -2.2% |
| 1Y | +4.8% | +56.2% | -51.4% | -6.6% |
| 3Y | +49.0% | +90.5% | -41.6% | +23.9% |
| 5Y | +46.2% | +221.2% | -175.0% | +4.1% |
| 10Y | +120.9% | +648.4% | -527.5% | +33.1% |
| All | +120.9% | +663.6% | -542.7% | +33.1% |
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