-22.6%
FPS vs WU
-26.7%
+4.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.4% | -22.8% | -16.3% |
| 7D | -23.3% | +8.2% | -31.5% | -22.1% |
| 30D | -42.4% | +8.0% | -50.5% | -41.6% |
| 3M | -43.0% | -6.6% | -36.4% | -42.1% |
| 6M | -44.5% | -23.3% | -21.2% | -42.5% |
| All | -22.6% | -26.7% | +4.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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