+576.2%
FE vs WY
+222.1%
+354.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +1.9% | -1.7% | +3.7% | +2.4% |
| 30D | -1.2% | -10.1% | +8.9% | +1.6% |
| 3M | +3.5% | -5.1% | +8.6% | +4.7% |
| 6M | -6.1% | -4.8% | -1.3% | -5.2% |
| YTD | +7.6% | -0.2% | +7.8% | +7.0% |
| 1Y | +11.9% | -6.6% | +18.5% | +12.9% |
| 3Y | +48.4% | -22.7% | +71.2% | +55.6% |
| 5Y | +44.8% | -22.2% | +67.0% | +49.3% |
| 10Y | +115.9% | +7.3% | +108.6% | +92.5% |
| All | +576.2% | +222.1% | +354.1% | +336.6% |
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