+195.1%
FN vs WPM
+233.8%
-38.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.1% | +0.3% | -3.2% |
| 7D | -4.1% | +16.4% | -20.4% | -8.4% |
| 30D | -28.3% | -1.5% | -26.9% | -27.9% |
| 3M | -33.9% | +2.6% | -36.4% | -34.7% |
| 6M | -43.9% | -1.3% | -42.6% | -44.3% |
| YTD | -23.4% | +16.8% | -40.2% | -27.8% |
| 1Y | -25.4% | +34.1% | -59.5% | -31.9% |
| 3Y | +107.9% | +225.1% | -117.2% | +50.7% |
| 5Y | +195.1% | +234.5% | -39.4% | +108.3% |
| All | +195.1% | +233.8% | -38.7% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling