+1,526.4%
FERG vs WPM
+900.8%
+625.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +9.7% | -3.6% | +13.3% | +9.9% |
| 30D | +15.0% | +1.4% | +13.6% | +14.9% |
| 3M | +3.8% | -0.2% | +3.9% | +3.6% |
| 6M | +10.6% | -7.3% | +17.9% | +10.7% |
| YTD | +17.0% | +12.3% | +4.6% | +16.2% |
| 1Y | +7.1% | +24.9% | -17.8% | +6.0% |
| 3Y | +67.7% | +210.4% | -142.6% | +61.1% |
| 5Y | +76.4% | +210.4% | -133.9% | +68.5% |
| 10Y | +424.2% | +731.7% | -307.4% | +410.7% |
| All | +1,526.4% | +900.8% | +625.5% | +1,626.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling