+576.2%
FE vs WAB
+2,303.0%
-1,726.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +1.9% | -3.2% | +5.1% | +2.5% |
| 30D | -1.2% | -4.4% | +3.3% | -0.4% |
| 3M | +3.5% | +7.9% | -4.4% | +1.9% |
| 6M | -6.1% | +8.7% | -14.8% | -7.8% |
| YTD | +7.6% | +33.0% | -25.4% | +1.7% |
| 1Y | +11.9% | +46.7% | -34.7% | +3.8% |
| 3Y | +48.4% | +153.0% | -104.6% | +23.0% |
| 5Y | +44.8% | +222.3% | -177.5% | +13.8% |
| 10Y | +115.9% | +291.0% | -175.1% | +55.4% |
| All | +576.2% | +2,303.0% | -1,726.8% | +232.2% |
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 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