+123.4%
FE vs WSM
+1,131.4%
-1,007.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +4.5% | +5.1% | -0.6% | +4.0% |
| 3M | +1.3% | +5.1% | -3.8% | +0.8% |
| 6M | +8.7% | +48.6% | -39.9% | +4.5% |
| YTD | +9.2% | +44.2% | -35.0% | +5.1% |
| 1Y | +7.0% | +38.1% | -31.1% | +3.3% |
| 3Y | +51.4% | +257.2% | -205.8% | +28.2% |
| 5Y | +47.7% | +165.1% | -117.4% | +27.1% |
| All | +123.4% | +1,131.4% | -1,007.9% | +47.6% |
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