+48.7%
FE vs WSM
+238.8%
-190.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.6% |
| 7D | +1.9% | -3.3% | +5.2% | +2.0% |
| 30D | -1.2% | -8.4% | +7.2% | -0.9% |
| 3M | +3.5% | +9.7% | -6.2% | +3.2% |
| 6M | -6.1% | +16.7% | -22.7% | -6.5% |
| YTD | +7.6% | +28.7% | -21.1% | +6.8% |
| 1Y | +11.9% | +13.7% | -1.7% | +11.3% |
| All | +48.7% | +238.8% | -190.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling