+576.2%
FE vs WSM
+6,398.3%
-5,822.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | +1.9% | -3.3% | +5.2% | +2.2% |
| 30D | -1.2% | -8.4% | +7.2% | -0.4% |
| 3M | +3.5% | +9.7% | -6.2% | +2.5% |
| 6M | -6.1% | +16.7% | -22.7% | -7.5% |
| YTD | +7.6% | +28.7% | -21.1% | +4.9% |
| 1Y | +11.9% | +13.7% | -1.7% | +10.1% |
| 3Y | +48.4% | +230.1% | -181.7% | +29.6% |
| 5Y | +44.8% | +179.0% | -134.2% | +26.1% |
| 10Y | +115.9% | +1,002.5% | -886.6% | +58.6% |
| All | +576.2% | +6,398.3% | -5,822.1% | +324.2% |
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