-21.7%
FN vs WPM
+40.9%
-62.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.6% | +6.3% | +9.5% |
| 7D | +16.3% | +20.8% | -4.5% | +7.4% |
| 30D | -24.7% | +3.8% | -28.6% | -25.5% |
| 3M | -34.9% | +7.4% | -42.3% | -37.3% |
| 6M | -41.1% | +4.0% | -45.1% | -43.1% |
| YTD | -19.6% | +23.0% | -42.6% | -33.3% |
| All | -21.7% | +40.9% | -62.6% | -42.4% |
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