-83.6%
FIG vs WPM
+48.8%
-132.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | -14.3% | +3.1% | -17.4% | -14.2% |
| 30D | -13.6% | -1.8% | -11.8% | -14.0% |
| 3M | -23.7% | +1.0% | -24.7% | -23.6% |
| 6M | -5.4% | -5.4% | +0.1% | -5.2% |
| YTD | -49.2% | +15.9% | -65.1% | -48.4% |
| 1Y | -57.4% | +30.8% | -88.2% | -56.1% |
| All | -83.6% | +48.8% | -132.4% | -78.4% |
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