+34.3%
FANG vs WPM
+38.8%
-4.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +12.0% | -16.9% | -3.6% |
| 7D | -11.3% | +3.9% | -15.2% | -10.7% |
| 30D | -0.7% | -3.5% | +2.8% | -0.5% |
| 3M | -4.2% | +14.1% | -18.3% | -1.9% |
| 6M | -13.5% | +6.2% | -19.7% | -11.4% |
| YTD | +23.7% | +12.4% | +11.3% | +23.9% |
| 1Y | +34.3% | +40.0% | -5.6% | +28.8% |
| All | +34.3% | +38.8% | -4.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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