+104.2%
FE vs WAB
+287.6%
-183.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.8% |
| 7D | 0.0% | +1.4% | -1.5% | -0.4% |
| 30D | +5.2% | +0.4% | +4.8% | +5.0% |
| 3M | 0.0% | -3.8% | +3.8% | +0.5% |
| 6M | +5.0% | +5.1% | 0.0% | +3.6% |
| YTD | +7.9% | +33.3% | -25.4% | +1.2% |
| 1Y | +6.3% | +39.8% | -33.5% | -1.3% |
| 3Y | +46.0% | +161.1% | -115.0% | +16.6% |
| 5Y | +45.6% | +209.5% | -163.8% | +10.9% |
| All | +104.2% | +287.6% | -183.4% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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