+181.9%
FANG vs WPM
+558.4%
-376.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | +2.9% | -0.6% | +3.4% | +2.9% |
| 30D | +2.6% | +14.4% | -11.8% | +1.2% |
| 3M | +7.6% | +37.0% | -29.4% | +4.0% |
| 6M | +17.3% | +4.1% | +13.2% | +16.1% |
| YTD | +38.7% | +31.7% | +7.0% | +32.6% |
| 1Y | +51.6% | +44.2% | +7.5% | +42.8% |
| 3Y | +50.0% | +265.5% | -215.5% | +22.6% |
| 5Y | +237.6% | +262.5% | -24.9% | +172.5% |
| All | +181.9% | +558.4% | -376.5% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling