+578.0%
FE vs WSM
+7,181.4%
-6,603.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.3% |
| 7D | 0.0% | +0.5% | -0.6% | -0.1% |
| 30D | +5.2% | +6.0% | -0.8% | +4.6% |
| 3M | 0.0% | +3.2% | -3.2% | -0.4% |
| 6M | +5.0% | +37.1% | -32.1% | +1.9% |
| YTD | +7.9% | +44.2% | -36.3% | +4.0% |
| 1Y | +6.3% | +34.2% | -27.9% | +3.1% |
| 3Y | +46.0% | +249.3% | -203.2% | +26.9% |
| 5Y | +45.6% | +169.3% | -123.6% | +27.4% |
| 10Y | +109.3% | +1,241.2% | -1,131.9% | +51.1% |
| All | +578.0% | +7,181.4% | -6,603.5% | +320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling