-80.9%
FIG vs WPM
+72.1%
-153.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.2% |
| 7D | -14.5% | +3.9% | -18.3% | -14.2% |
| 30D | -13.3% | +17.7% | -31.0% | -12.1% |
| 3M | +7.4% | +39.4% | -32.0% | +10.4% |
| 6M | -27.8% | +6.4% | -34.2% | -26.4% |
| YTD | -41.1% | +34.0% | -75.1% | -39.4% |
| 1Y | -58.7% | +50.5% | -109.2% | -55.7% |
| All | -80.9% | +72.1% | -153.0% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling