-79.9%
FIG vs WPM
+69.2%
-149.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.9% |
| 7D | -3.8% | -0.6% | -3.3% | -3.9% |
| 30D | -2.3% | +14.4% | -16.7% | -1.2% |
| 3M | +20.0% | +37.0% | -17.0% | +23.2% |
| 6M | -16.7% | +4.1% | -20.8% | -15.1% |
| YTD | -37.9% | +31.7% | -69.6% | -36.2% |
| 1Y | -58.5% | +44.2% | -102.7% | -56.8% |
| All | -79.9% | +69.2% | -149.1% | -73.3% |
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