+2,625.3%
FN vs WPM
+680.4%
+1,944.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.7% | -15.0% | -14.4% |
| 7D | -16.0% | +7.5% | -23.4% | -17.2% |
| 30D | -40.1% | -3.8% | -36.3% | -39.8% |
| 3M | -43.9% | +8.0% | -51.9% | -44.9% |
| 6M | -55.6% | +6.1% | -61.7% | -56.3% |
| YTD | -35.7% | +13.2% | -48.9% | -37.4% |
| 1Y | -39.8% | +37.9% | -77.7% | -43.2% |
| 3Y | +80.3% | +201.7% | -121.5% | +50.5% |
| 5Y | +143.3% | +240.0% | -96.7% | +97.3% |
| 10Y | +682.3% | +531.0% | +151.3% | +460.2% |
| All | +2,625.3% | +680.4% | +1,944.9% | +1,564.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling