+93.9%
FN vs WPM
+214.5%
-120.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | +0.3% | -3.6% | +3.8% | +1.7% |
| 30D | -16.5% | +1.4% | -18.0% | -16.8% |
| 3M | -42.1% | -0.2% | -41.9% | -42.4% |
| 6M | -52.9% | -7.3% | -45.6% | -52.3% |
| YTD | -28.0% | +12.3% | -40.3% | -31.8% |
| 1Y | -18.5% | +24.9% | -43.4% | -25.1% |
| 3Y | +93.9% | +210.4% | -116.5% | +35.9% |
| All | +93.9% | +214.5% | -120.6% | +35.9% |
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 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