+46.3%
FE vs WPM
+246.3%
-200.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.7% |
| 7D | -1.0% | +16.9% | -17.9% | -2.8% |
| 30D | +4.1% | +2.0% | +2.2% | +3.8% |
| 3M | -1.0% | +8.9% | -9.9% | -2.4% |
| 6M | +4.0% | +1.6% | +2.4% | +3.1% |
| YTD | +6.8% | +16.5% | -9.7% | +2.6% |
| 1Y | +5.3% | +42.2% | -36.9% | -2.3% |
| 3Y | +44.6% | +213.3% | -168.7% | +13.3% |
| All | +46.3% | +246.3% | -200.0% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling