+6.3%
FE vs WU
-16.0%
+22.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | 0.0% | +11.7% | -11.7% | -0.1% |
| 30D | +5.2% | +12.6% | -7.4% | +5.1% |
| 3M | 0.0% | -0.5% | +0.5% | -0.2% |
| 6M | +5.0% | -18.2% | +23.2% | +3.6% |
| YTD | +7.9% | -19.0% | +26.9% | +6.3% |
| 1Y | +6.3% | -16.7% | +23.0% | +5.0% |
| All | +6.3% | -16.0% | +22.4% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling