+578.0%
FE vs WY
+193.5%
+384.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.4% |
| 7D | 0.0% | +3.1% | -3.1% | -0.9% |
| 30D | +5.2% | +13.0% | -7.8% | +1.7% |
| 3M | 0.0% | -16.8% | +16.8% | +4.7% |
| 6M | +5.0% | -11.2% | +16.2% | +7.8% |
| YTD | +7.9% | -9.1% | +17.0% | +9.7% |
| 1Y | +6.3% | -4.8% | +11.1% | +6.6% |
| 3Y | +46.0% | -25.3% | +71.3% | +54.1% |
| 5Y | +45.6% | -33.2% | +78.8% | +56.4% |
| 10Y | +109.3% | +6.6% | +102.8% | +87.1% |
| All | +578.0% | +193.5% | +384.5% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling