+109.2%
FE vs WU
-41.4%
+150.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | +0.6% | -0.8% | +1.5% | +0.8% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | +2.6% | -1.8% | +4.4% | +2.0% |
| 6M | -6.8% | -23.9% | +17.1% | -1.7% |
| YTD | +6.9% | -20.4% | +27.3% | +11.1% |
| 1Y | +11.6% | -10.6% | +22.1% | +11.8% |
| 3Y | +47.7% | -27.7% | +75.4% | +54.0% |
| 5Y | +46.2% | -51.1% | +97.3% | +69.4% |
| 10Y | +109.2% | -40.7% | +149.9% | +129.9% |
| All | +109.2% | -41.4% | +150.6% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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