+1,348.4%
FERG vs WPM
+1,080.0%
+268.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.4% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -10.2% | +26.4% | -36.5% | -11.1% |
| 3M | -0.6% | +20.8% | -21.4% | -1.5% |
| 6M | -6.5% | +1.1% | -7.6% | -6.9% |
| YTD | +4.2% | +32.5% | -28.3% | +2.8% |
| 1Y | -2.3% | +51.5% | -53.8% | -4.0% |
| 3Y | +48.5% | +267.0% | -218.5% | +41.7% |
| 5Y | +72.0% | +250.1% | -178.1% | +63.3% |
| 10Y | +369.9% | +540.4% | -170.5% | +352.0% |
| All | +1,348.4% | +1,080.0% | +268.4% | +1,428.1% |
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