+11.9%
FE vs WPM
+53.7%
-41.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +1.9% | +1.1% | +0.9% | +1.9% |
| 30D | -1.2% | +26.4% | -27.5% | -1.6% |
| 3M | +3.5% | +20.8% | -17.3% | +3.1% |
| 6M | -6.1% | +1.1% | -7.2% | -6.1% |
| YTD | +7.6% | +32.5% | -24.8% | +6.9% |
| 1Y | +11.9% | +51.5% | -39.6% | +9.6% |
| All | +11.9% | +53.7% | -41.8% | +9.6% |
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