+114.5%
FE vs WSM
+997.3%
-882.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | +2.6% | -2.8% | -0.4% |
| 30D | -1.2% | -9.3% | +8.1% | -0.3% |
| 3M | +1.7% | +7.1% | -5.4% | +0.9% |
| 6M | -7.5% | +21.7% | -29.2% | -9.3% |
| YTD | +6.3% | +28.7% | -22.4% | +3.5% |
| 1Y | +10.9% | +13.9% | -3.0% | +9.0% |
| 3Y | +46.9% | +232.2% | -185.2% | +25.5% |
| 5Y | +47.6% | +176.4% | -128.8% | +26.2% |
| 10Y | +114.5% | +1,072.4% | -957.9% | +51.1% |
| All | +114.5% | +997.3% | -882.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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