+1,443.7%
FANG vs WPM
+360.9%
+1,082.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.0% | +1.8% |
| 7D | +1.2% | -3.6% | +4.8% | +1.7% |
| 30D | +2.4% | +12.5% | -10.1% | +0.7% |
| 3M | +5.1% | +40.6% | -35.5% | 0.0% |
| 6M | +16.4% | +0.5% | +15.9% | +15.1% |
| YTD | +39.0% | +29.0% | +9.9% | +31.6% |
| 1Y | +50.6% | +43.8% | +6.8% | +39.8% |
| 3Y | +46.9% | +266.3% | -219.4% | +15.9% |
| 5Y | +238.2% | +255.1% | -16.9% | +164.7% |
| 10Y | +181.3% | +526.8% | -345.5% | +93.7% |
| All | +1,443.7% | +360.9% | +1,082.8% | +892.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling