+109.8%
FE vs WPM
+518.9%
-409.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | 0.0% | +16.9% | -17.0% | -1.7% |
| 30D | +5.2% | +2.0% | +3.2% | +4.8% |
| 3M | 0.0% | +8.9% | -9.0% | -1.3% |
| 6M | +5.0% | +1.6% | +3.5% | +4.1% |
| YTD | +7.9% | +16.5% | -8.6% | +4.5% |
| 1Y | +6.3% | +42.2% | -35.9% | +0.4% |
| 3Y | +46.0% | +213.3% | -167.3% | +23.4% |
| 5Y | +45.6% | +249.9% | -204.3% | +20.2% |
| All | +109.8% | +518.9% | -409.1% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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