-25.7%
FN vs WPM
+38.8%
-64.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +12.0% | -18.0% | -10.7% |
| 7D | -7.0% | +3.9% | -10.9% | -8.6% |
| 30D | -24.7% | -3.5% | -21.2% | -23.5% |
| 3M | -35.7% | +14.1% | -49.8% | -40.4% |
| 6M | -52.4% | +6.2% | -58.6% | -54.7% |
| YTD | -25.0% | +12.4% | -37.3% | -36.1% |
| 1Y | -25.7% | +40.0% | -65.6% | -49.5% |
| All | -25.7% | +38.8% | -64.5% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling