+46.2%
FE vs GWW
+222.6%
-176.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | +0.6% | -1.5% | +2.2% | +0.9% |
| 30D | -2.1% | +1.1% | -3.3% | -2.4% |
| 3M | +2.6% | -1.0% | +3.6% | +2.6% |
| 6M | -6.8% | +16.3% | -23.1% | -10.0% |
| YTD | +6.9% | +28.5% | -21.6% | +0.6% |
| 1Y | +11.6% | +30.3% | -18.7% | +4.5% |
| 3Y | +47.7% | +91.6% | -43.9% | +20.5% |
| 5Y | +46.2% | +224.0% | -177.8% | -5.0% |
| All | +46.2% | +222.6% | -176.4% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling