-83.2%
FIG vs WPM
+44.3%
-127.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +3.4% | -3.6% | +7.0% | +3.4% |
| 30D | -9.5% | +1.4% | -10.9% | -9.6% |
| 3M | -26.2% | -0.2% | -26.0% | -26.0% |
| 6M | +2.7% | -7.3% | +10.0% | +2.9% |
| YTD | -48.0% | +12.3% | -60.3% | -47.1% |
| 1Y | -52.0% | +24.9% | -76.9% | -50.9% |
| All | -83.2% | +44.3% | -127.5% | -77.9% |
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