+804.7%
FN vs WPM
+659.5%
+145.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.6% | +6.0% |
| 7D | +8.0% | +3.1% | +4.9% | +7.5% |
| 30D | -19.1% | -1.8% | -17.3% | -18.8% |
| 3M | -29.8% | +1.0% | -30.8% | -30.2% |
| 6M | -43.2% | -5.4% | -37.7% | -43.0% |
| YTD | -18.9% | +15.9% | -34.8% | -21.5% |
| 1Y | -17.9% | +30.8% | -48.7% | -21.8% |
| 3Y | +120.1% | +222.6% | -102.5% | +84.5% |
| 5Y | +206.7% | +227.4% | -20.7% | +152.8% |
| 10Y | +804.7% | +757.8% | +46.8% | +599.5% |
| All | +804.7% | +659.5% | +145.2% | +599.5% |
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 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