+121.0%
FE vs WAB
+269.8%
-148.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.3% | +7.9% | -8.2% | -1.8% |
| 30D | +3.9% | +4.9% | -1.0% | +2.8% |
| 3M | -0.1% | +1.8% | -1.9% | -0.7% |
| 6M | +6.1% | +12.0% | -5.9% | +3.3% |
| YTD | +8.1% | +41.3% | -33.2% | +0.1% |
| 1Y | +4.4% | +43.8% | -39.4% | -3.7% |
| 3Y | +49.0% | +171.1% | -122.1% | +17.7% |
| 5Y | +46.1% | +217.7% | -171.6% | +10.1% |
| All | +121.0% | +269.8% | -148.8% | +39.4% |
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