+81.3%
FN vs WPM
+203.9%
-122.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.7% | -15.0% | -14.5% |
| 7D | -16.0% | +7.5% | -23.4% | -18.3% |
| 30D | -40.1% | -3.8% | -36.3% | -39.4% |
| 3M | -43.9% | +8.0% | -51.9% | -45.8% |
| 6M | -55.6% | +6.1% | -61.7% | -57.1% |
| YTD | -35.7% | +13.2% | -48.9% | -39.3% |
| 1Y | -39.8% | +37.9% | -77.7% | -46.0% |
| All | +81.3% | +203.9% | -122.6% | +33.4% |
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 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