+351.3%
FERG vs WPM
+558.4%
-207.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -8.9% | +14.4% | -23.3% | -10.1% |
| 3M | -2.0% | +37.0% | -39.0% | -5.1% |
| 6M | -3.2% | +4.1% | -7.3% | -4.1% |
| YTD | +1.5% | +31.7% | -30.2% | -1.5% |
| 1Y | +0.5% | +44.2% | -43.7% | -3.3% |
| 3Y | +50.4% | +265.5% | -215.1% | +33.5% |
| 5Y | +68.7% | +262.5% | -193.8% | +47.8% |
| All | +351.3% | +558.4% | -207.1% | +289.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling