+242.8%
FFIV vs WPM
+523.6%
-280.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.8% |
| 7D | +3.5% | +3.9% | -0.4% | +3.1% |
| 30D | -1.3% | +17.7% | -19.0% | -3.0% |
| 3M | +2.4% | +39.4% | -37.0% | -1.3% |
| 6M | +41.8% | +6.4% | +35.4% | +40.1% |
| YTD | +58.5% | +34.0% | +24.5% | +52.7% |
| 1Y | +24.3% | +50.5% | -26.2% | +18.1% |
| 3Y | +152.0% | +280.3% | -128.3% | +115.4% |
| 5Y | +99.1% | +266.3% | -167.2% | +68.5% |
| 10Y | +242.8% | +550.8% | -308.0% | +188.8% |
| All | +242.8% | +523.6% | -280.9% | +188.8% |
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