+51.4%
FE vs WU
-23.0%
+74.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | +1.2% | -2.0% | +3.3% | +1.4% |
| 30D | +4.5% | +11.4% | -6.9% | +3.6% |
| 3M | +1.3% | -6.8% | +8.2% | +1.7% |
| 6M | +8.7% | -14.6% | +23.3% | +9.6% |
| YTD | +9.2% | -20.6% | +29.9% | +10.6% |
| 1Y | +7.0% | -15.4% | +22.3% | +7.4% |
| 3Y | +51.4% | -23.6% | +75.0% | +48.9% |
| All | +51.4% | -23.0% | +74.4% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling