+4.8%
FE vs WPM
+33.8%
-28.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.5% | +16.4% | -16.9% | -0.8% |
| 30D | +4.3% | -1.5% | +5.8% | +4.3% |
| 3M | +0.4% | +2.6% | -2.2% | +0.4% |
| 6M | +6.9% | -1.3% | +8.3% | +7.1% |
| YTD | +8.0% | +16.8% | -8.8% | +7.6% |
| 1Y | +4.8% | +34.1% | -29.3% | +3.0% |
| All | +4.8% | +33.8% | -28.9% | +3.0% |
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