+571.3%
FE vs WAB
+2,309.2%
-1,737.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.3% | -1.8% |
| 7D | -1.0% | +1.4% | -2.5% | -1.3% |
| 30D | +4.1% | +0.4% | +3.7% | +4.0% |
| 3M | -1.0% | -3.8% | +2.8% | -0.5% |
| 6M | +4.0% | +5.1% | -1.1% | +2.7% |
| YTD | +6.8% | +33.3% | -26.5% | +0.8% |
| 1Y | +5.3% | +39.8% | -34.5% | -1.6% |
| 3Y | +44.6% | +161.1% | -116.5% | +19.0% |
| 5Y | +44.2% | +209.5% | -165.2% | +14.1% |
| 10Y | +107.3% | +293.8% | -186.6% | +48.9% |
| All | +571.3% | +2,309.2% | -1,737.9% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling