-3.9%
FERG vs WPM
+38.6%
-42.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.3% |
| 7D | -2.0% | +7.5% | -9.5% | -3.2% |
| 30D | +5.5% | -3.8% | +9.3% | +5.9% |
| 3M | -7.3% | +8.0% | -15.3% | -9.3% |
| 6M | -6.1% | +6.1% | -12.1% | -8.2% |
| YTD | +7.5% | +13.2% | -5.7% | +4.1% |
| 1Y | -3.9% | +37.9% | -41.8% | -11.6% |
| All | -3.9% | +38.6% | -42.5% | -11.6% |
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