+984.6%
WM vs FE
+561.4%
+423.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.0% |
| 7D | -0.3% | +1.9% | -2.2% | -0.9% |
| 30D | -2.4% | -1.2% | -1.2% | -2.0% |
| 3M | +0.4% | +3.5% | -3.1% | -0.7% |
| 6M | -9.5% | -6.1% | -3.4% | -7.7% |
| YTD | +0.5% | +7.6% | -7.1% | -1.9% |
| 1Y | -1.1% | +11.9% | -13.0% | -4.7% |
| 3Y | +46.0% | +48.4% | -2.4% | +27.5% |
| 5Y | +51.8% | +44.8% | +7.0% | +32.8% |
| 10Y | +307.5% | +115.9% | +191.6% | +205.5% |
| All | +984.6% | +561.4% | +423.1% | +650.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 all: compounded portfolio wealth divided by compounded FE 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…
all analysis · Full analysis span regression · 6 months rolling