-22.1%
FPS vs WU
-23.7%
+1.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -0.3% | +16.3% | +15.9% |
| 7D | -8.0% | +9.1% | -17.0% | -5.3% |
| 30D | -43.5% | +12.1% | -55.6% | -41.8% |
| 3M | -41.6% | +0.3% | -42.0% | -39.8% |
| 6M | -44.0% | -19.1% | -24.9% | -41.3% |
| All | -22.1% | -23.7% | +1.6% | -18.1% |
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