-80.3%
FIG vs WPM
+70.3%
-150.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -16.4% | +7.0% | -23.4% | -16.0% |
| 30D | -2.3% | +15.7% | -18.1% | -1.1% |
| 3M | +7.8% | +35.2% | -27.4% | +10.7% |
| 6M | -21.8% | +6.1% | -27.9% | -20.4% |
| YTD | -39.1% | +32.6% | -71.7% | -37.4% |
| 1Y | -56.6% | +46.9% | -103.5% | -54.3% |
| All | -80.3% | +70.3% | -150.6% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling