+46.7%
FE vs WWD
+137.0%
-90.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | -0.1% |
| 7D | +0.6% | -2.6% | +3.1% | +0.6% |
| 30D | +6.4% | -7.7% | +14.1% | +6.5% |
| 3M | -0.5% | -17.7% | +17.3% | -0.3% |
| 6M | +4.7% | -15.9% | +20.7% | +4.8% |
| YTD | +8.4% | +1.8% | +6.6% | +8.2% |
| 1Y | +7.2% | +17.4% | -10.2% | +6.8% |
| All | +46.7% | +137.0% | -90.3% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling