+46.0%
FE vs WWD
+187.3%
-141.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +1.2% | +4.0% | -2.7% | +0.9% |
| 30D | +4.5% | +0.4% | +4.1% | +4.4% |
| 3M | +1.3% | -7.9% | +9.3% | +2.0% |
| 6M | +8.7% | -10.6% | +19.3% | +9.3% |
| YTD | +9.2% | +9.4% | -0.2% | +7.0% |
| 1Y | +7.0% | +25.7% | -18.8% | +2.9% |
| 3Y | +51.4% | +148.5% | -97.2% | +27.2% |
| All | +46.0% | +187.3% | -141.3% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling