+110.5%
FE vs WY
+7.2%
+103.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.9% |
| 7D | -1.7% | -3.7% | +2.0% | -0.5% |
| 30D | -1.3% | -11.3% | +10.0% | +2.6% |
| 3M | +0.6% | -8.1% | +8.7% | +3.0% |
| 6M | -6.8% | -7.4% | +0.6% | -5.0% |
| YTD | +6.4% | -4.7% | +11.1% | +7.1% |
| 1Y | +11.3% | -9.2% | +20.5% | +13.5% |
| 3Y | +47.1% | -24.7% | +71.8% | +57.0% |
| 5Y | +50.4% | -21.6% | +72.0% | +54.6% |
| All | +110.5% | +7.2% | +103.3% | +75.1% |
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