+109.2%
FE vs WPM
+502.1%
-392.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.6% | +7.0% | -6.4% | -0.1% |
| 30D | -2.1% | +15.7% | -17.9% | -3.9% |
| 3M | +2.6% | +35.2% | -32.6% | -1.1% |
| 6M | -6.8% | +6.1% | -12.9% | -8.0% |
| YTD | +6.9% | +32.6% | -25.7% | +2.1% |
| 1Y | +11.6% | +46.9% | -35.3% | +4.9% |
| 3Y | +47.7% | +276.3% | -228.6% | +21.6% |
| 5Y | +46.2% | +260.0% | -213.8% | +19.5% |
| 10Y | +109.2% | +508.5% | -399.3% | +66.6% |
| All | +109.2% | +502.1% | -392.9% | +66.6% |
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