+46.0%
FE vs GWW
+92.7%
-46.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | 0.0% | +6.0% | -6.0% | -0.4% |
| 30D | +5.2% | +14.0% | -8.8% | +4.3% |
| 3M | 0.0% | +12.5% | -12.6% | -0.8% |
| 6M | +5.0% | +23.6% | -18.6% | +3.5% |
| YTD | +7.9% | +43.6% | -35.7% | +4.8% |
| 1Y | +6.3% | +52.5% | -46.1% | +2.7% |
| 3Y | +46.0% | +92.6% | -46.6% | +36.1% |
| All | +46.0% | +92.7% | -46.7% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling