+68.4%
FITB vs WPM
+261.4%
-192.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -0.4% | +3.9% | -4.3% | -0.6% |
| 30D | -5.1% | +17.7% | -22.8% | -6.2% |
| 3M | +3.5% | +39.4% | -35.9% | +1.0% |
| 6M | +17.2% | +6.4% | +10.8% | +16.3% |
| YTD | +17.6% | +34.0% | -16.3% | +14.3% |
| 1Y | +23.4% | +50.5% | -27.2% | +18.6% |
| 3Y | +129.7% | +280.3% | -150.6% | +96.5% |
| 5Y | +68.4% | +266.3% | -197.9% | +32.0% |
| All | +68.4% | +261.4% | -192.9% | +32.0% |
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 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