+948.1%
FIX vs WPM
+246.3%
+701.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.7% |
| 7D | -17.5% | +16.9% | -34.4% | -21.6% |
| 30D | -41.6% | +2.0% | -43.5% | -42.0% |
| 3M | -40.6% | +8.9% | -49.5% | -42.7% |
| 6M | -49.4% | +1.6% | -50.9% | -50.4% |
| YTD | +9.2% | +16.5% | -7.3% | +2.5% |
| 1Y | +6.5% | +42.2% | -35.7% | -4.8% |
| 3Y | +448.7% | +213.3% | +235.4% | +292.3% |
| All | +948.1% | +246.3% | +701.8% | +633.8% |
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