+505.4%
FDX vs WPM
+5,967.5%
-5,462.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -2.5% | +1.1% | -3.6% | -2.6% |
| 30D | +3.8% | +26.4% | -22.6% | +1.4% |
| 3M | -1.3% | +20.8% | -22.1% | -3.3% |
| 6M | +5.0% | +1.1% | +3.9% | +4.3% |
| YTD | +39.6% | +32.5% | +7.2% | +35.0% |
| 1Y | +81.1% | +51.5% | +29.6% | +72.5% |
| 3Y | +63.0% | +267.0% | -204.0% | +41.3% |
| 5Y | +65.6% | +250.1% | -184.5% | +42.8% |
| 10Y | +183.4% | +540.4% | -357.0% | +122.8% |
| All | +505.4% | +5,967.5% | -5,462.1% | +219.1% |
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 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