+3,689.8%
FN vs WPM
+813.1%
+2,876.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | -22.0% | +26.4% | -48.3% | -25.2% |
| 3M | -43.0% | +20.8% | -63.8% | -44.9% |
| 6M | -27.7% | +1.1% | -28.9% | -28.3% |
| YTD | -10.5% | +32.5% | -43.0% | -15.1% |
| 1Y | +12.5% | +51.5% | -39.0% | +4.4% |
| 3Y | +153.8% | +267.0% | -113.2% | +105.4% |
| 5Y | +288.0% | +250.1% | +37.9% | +211.8% |
| 10Y | +906.4% | +540.4% | +366.1% | +618.3% |
| All | +3,689.8% | +813.1% | +2,876.7% | +2,158.9% |
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