+109.2%
FE vs WWD
+476.2%
-367.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | -2.1% | -6.4% | +4.3% | -1.0% |
| 3M | +2.6% | -5.6% | +8.2% | +3.2% |
| 6M | -6.8% | -9.1% | +2.3% | -5.9% |
| YTD | +6.9% | +12.5% | -5.6% | +3.0% |
| 1Y | +11.6% | +41.3% | -29.8% | +2.1% |
| 3Y | +47.7% | +170.2% | -122.5% | +14.1% |
| 5Y | +46.2% | +192.5% | -146.3% | +8.5% |
| 10Y | +109.2% | +476.9% | -367.7% | +32.1% |
| All | +109.2% | +476.2% | -367.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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