+102.4%
FN vs WPM
+212.7%
-110.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.9% | +8.8% | +10.7% |
| 7D | 0.0% | +16.9% | -17.0% | -5.5% |
| 30D | -34.3% | +2.0% | -36.3% | -34.7% |
| 3M | -39.9% | +8.9% | -48.8% | -42.0% |
| 6M | -51.8% | +1.6% | -53.4% | -52.8% |
| YTD | -28.1% | +16.5% | -44.6% | -32.8% |
| 1Y | -29.1% | +42.2% | -71.3% | -36.9% |
| 3Y | +102.4% | +213.3% | -110.9% | +47.7% |
| All | +102.4% | +212.7% | -110.3% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling