-22.6%
FPS vs WEC
+4.0%
-26.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.3% | -19.7% | -15.1% |
| 7D | -23.3% | +6.9% | -30.2% | -18.5% |
| 30D | -42.4% | +16.6% | -59.0% | -36.1% |
| 3M | -43.0% | +9.1% | -52.1% | -38.2% |
| 6M | -44.5% | +3.2% | -47.7% | -41.0% |
| All | -22.6% | +4.0% | -26.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling