+120.9%
FE vs WAB
+288.7%
-167.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.9% | -1.2% |
| 7D | -0.5% | +4.0% | -4.5% | -1.4% |
| 30D | +4.3% | +6.3% | -2.0% | +2.9% |
| 3M | +0.4% | +3.3% | -2.9% | -0.5% |
| 6M | +6.9% | +14.5% | -7.5% | +3.6% |
| YTD | +8.0% | +42.7% | -34.7% | -0.1% |
| 1Y | +4.8% | +45.2% | -40.4% | -3.5% |
| 3Y | +49.0% | +173.8% | -124.8% | +17.4% |
| 5Y | +46.2% | +223.8% | -177.6% | +9.7% |
| 10Y | +120.9% | +280.5% | -159.6% | +41.5% |
| All | +120.9% | +288.7% | -167.9% | +41.5% |
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