-32.8%
FPS vs WM
+4.8%
-37.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.1% | +9.1% | +3.3% |
| 7D | -24.5% | +1.2% | -25.7% | -21.9% |
| 30D | -52.1% | +13.1% | -65.2% | -40.5% |
| 3M | -48.4% | +3.6% | -52.0% | -43.0% |
| 6M | -54.4% | +8.1% | -62.4% | -46.2% |
| All | -32.8% | +4.8% | -37.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling