+282.0%
FITB vs WPM
+545.0%
-263.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.5% |
| 7D | -1.0% | -3.6% | +2.6% | -0.9% |
| 30D | -5.5% | +12.5% | -18.0% | -5.8% |
| 3M | +4.1% | +40.6% | -36.5% | +3.1% |
| 6M | +18.7% | +0.5% | +18.2% | +18.4% |
| YTD | +18.2% | +29.0% | -10.9% | +17.1% |
| 1Y | +23.7% | +43.8% | -20.2% | +22.2% |
| 3Y | +130.8% | +266.3% | -135.5% | +121.3% |
| 5Y | +69.8% | +255.1% | -185.3% | +61.4% |
| All | +282.0% | +545.0% | -263.0% | +291.0% |
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