+743.6%
FN vs WPM
+566.7%
+176.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.9% | +8.8% | +11.1% |
| 7D | 0.0% | +16.9% | -17.0% | -3.1% |
| 30D | -34.3% | +2.0% | -36.3% | -34.6% |
| 3M | -39.9% | +8.9% | -48.8% | -41.0% |
| 6M | -51.8% | +1.6% | -53.4% | -52.3% |
| YTD | -28.1% | +16.5% | -44.6% | -30.4% |
| 1Y | -29.1% | +42.2% | -71.3% | -33.1% |
| 3Y | +102.4% | +213.3% | -110.9% | +71.7% |
| 5Y | +171.7% | +249.9% | -78.3% | +125.0% |
| All | +743.6% | +566.7% | +176.8% | +577.9% |
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