+98.7%
FE vs WU
-22.0%
+120.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.9% |
| 7D | -0.4% | +2.1% | -2.5% | -1.1% |
| 30D | +3.6% | +10.1% | -6.5% | +0.7% |
| 3M | +0.3% | -1.1% | +1.5% | +0.2% |
| 6M | +6.4% | -19.8% | +26.2% | +11.3% |
| YTD | +8.1% | -20.8% | +28.9% | +12.8% |
| 1Y | +4.6% | -15.1% | +19.7% | +6.8% |
| 3Y | +49.1% | -23.2% | +72.3% | +53.3% |
| 5Y | +46.1% | -42.6% | +88.7% | +60.1% |
| 10Y | +122.7% | -38.9% | +161.6% | +131.9% |
| All | +98.7% | -22.0% | +120.6% | +68.4% |
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