+123.4%
FE vs WPM
+749.7%
-626.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +1.2% | -3.6% | +4.8% | +1.6% |
| 30D | +4.5% | +1.4% | +3.1% | +4.2% |
| 3M | +1.3% | -0.2% | +1.5% | +1.0% |
| 6M | +8.7% | -7.3% | +16.0% | +8.8% |
| YTD | +9.2% | +12.3% | -3.1% | +6.2% |
| 1Y | +7.0% | +24.9% | -17.9% | +2.6% |
| 3Y | +51.4% | +210.4% | -159.0% | +28.7% |
| 5Y | +47.7% | +210.4% | -162.7% | +24.1% |
| All | +123.4% | +749.7% | -626.3% | +70.7% |
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