+576.2%
FE vs WWD
+9,153.8%
-8,577.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | +1.9% | +1.3% | +0.6% | +1.7% |
| 30D | -1.2% | -7.2% | +6.0% | +0.1% |
| 3M | +3.5% | -3.8% | +7.3% | +3.8% |
| 6M | -6.1% | -9.9% | +3.8% | -5.1% |
| YTD | +7.6% | +14.8% | -7.2% | +3.8% |
| 1Y | +11.9% | +42.1% | -30.2% | +3.4% |
| 3Y | +48.4% | +170.8% | -122.4% | +19.6% |
| 5Y | +44.8% | +197.5% | -152.7% | +13.0% |
| 10Y | +115.9% | +477.8% | -361.9% | +42.4% |
| All | +576.2% | +9,153.8% | -8,577.6% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling