-23.7%
FPS vs WEC
+4.4%
-28.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | +0.7% |
| 7D | +13.6% | +2.3% | +11.2% | +15.8% |
| 30D | -32.4% | +11.1% | -43.4% | -26.1% |
| 3M | -41.1% | +8.4% | -49.6% | -36.2% |
| 6M | -51.4% | +7.5% | -58.9% | -48.3% |
| All | -23.7% | +4.4% | -28.1% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling