+123.4%
FE vs WY
+5.0%
+118.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | +4.5% | +10.1% | -5.6% | +1.2% |
| 3M | +1.3% | -15.4% | +16.7% | +6.5% |
| 6M | +8.7% | -8.3% | +17.0% | +10.9% |
| YTD | +9.2% | -9.8% | +19.0% | +11.6% |
| 1Y | +7.0% | -3.9% | +10.9% | +6.8% |
| 3Y | +51.4% | -23.3% | +74.7% | +59.9% |
| 5Y | +47.7% | -31.2% | +78.9% | +58.9% |
| All | +123.4% | +5.0% | +118.4% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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