+1,577.3%
FERG vs WPM
+932.3%
+645.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.0% |
| 7D | +6.4% | +3.1% | +3.3% | +6.3% |
| 30D | +19.9% | -1.8% | +21.8% | +20.0% |
| 3M | +5.6% | +1.0% | +4.6% | +5.4% |
| 6M | +9.2% | -5.4% | +14.7% | +9.2% |
| YTD | +20.6% | +15.9% | +4.8% | +19.6% |
| 1Y | +5.7% | +30.8% | -25.1% | +4.4% |
| 3Y | +73.6% | +222.6% | -149.0% | +66.4% |
| 5Y | +86.2% | +227.4% | -141.2% | +77.6% |
| 10Y | +440.7% | +757.8% | -317.2% | +425.9% |
| All | +1,577.3% | +932.3% | +645.0% | +1,678.1% |
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