+8.1%
FPS vs WEC
-6.7%
+14.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.2% |
| 7D | +3.1% | -0.3% | +3.4% | +3.0% |
| 30D | -18.6% | -1.3% | -17.3% | -18.8% |
| 3M | -51.5% | -3.9% | -47.5% | -52.9% |
| 6M | -8.5% | -8.3% | -0.2% | -8.8% |
| All | +8.1% | -6.7% | +14.8% | +5.6% |
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