+156.3%
FDX vs WPM
+553.6%
-397.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +3.2% |
| 7D | +0.2% | +20.8% | -20.6% | -0.7% |
| 30D | +9.3% | +3.8% | +5.5% | +9.0% |
| 3M | +0.5% | +7.4% | -6.9% | 0.0% |
| 6M | +5.3% | +4.0% | +1.4% | +4.7% |
| YTD | +38.6% | +23.0% | +15.6% | +36.8% |
| 1Y | +53.5% | +45.9% | +7.6% | +50.8% |
| 3Y | +74.2% | +242.9% | -168.7% | +64.6% |
| 5Y | +75.3% | +259.5% | -184.2% | +64.0% |
| 10Y | +156.3% | +577.7% | -421.5% | +142.7% |
| All | +156.3% | +553.6% | -397.3% | +142.7% |
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