+97.7%
FE vs WU
-19.6%
+117.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +1.9% | -0.8% | +2.8% | +2.1% |
| 30D | -1.2% | -1.1% | -0.1% | -1.0% |
| 3M | +3.5% | -3.9% | +7.3% | +3.4% |
| 6M | -6.1% | -20.7% | +14.6% | -1.4% |
| YTD | +7.6% | -18.4% | +26.0% | +11.7% |
| 1Y | +11.9% | -8.1% | +20.0% | +11.5% |
| 3Y | +48.4% | -24.2% | +72.6% | +53.2% |
| 5Y | +44.8% | -50.4% | +95.2% | +66.3% |
| 10Y | +115.9% | -40.0% | +155.9% | +126.8% |
| All | +97.7% | -19.6% | +117.3% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling