+906.2%
FN vs WPM
+521.8%
+384.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | -22.0% | +26.4% | -48.3% | -25.4% |
| 3M | -43.0% | +20.8% | -63.8% | -45.1% |
| 6M | -27.7% | +1.1% | -28.9% | -28.6% |
| YTD | -10.5% | +32.5% | -43.0% | -15.3% |
| 1Y | +12.5% | +51.5% | -39.0% | +4.4% |
| 3Y | +153.8% | +267.0% | -113.2% | +108.3% |
| 5Y | +288.0% | +250.1% | +37.9% | +215.0% |
| All | +906.2% | +521.8% | +384.4% | +734.3% |
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 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