+19,696.5%
FIX vs WPM
+5,236.6%
+14,459.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +5.0% |
| 7D | -17.5% | +16.9% | -34.4% | -20.1% |
| 30D | -41.6% | +2.0% | -43.5% | -42.0% |
| 3M | -40.6% | +8.9% | -49.5% | -41.9% |
| 6M | -49.4% | +1.6% | -50.9% | -50.0% |
| YTD | +9.2% | +16.5% | -7.3% | +5.1% |
| 1Y | +6.5% | +42.2% | -35.7% | -0.8% |
| 3Y | +448.7% | +213.3% | +235.4% | +345.4% |
| 5Y | +948.7% | +249.9% | +698.8% | +725.5% |
| 10Y | +3,659.7% | +549.4% | +3,110.4% | +2,447.6% |
| All | +19,696.5% | +5,236.6% | +14,459.9% | +7,816.3% |
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