-37.2%
FPS vs WM
+7.0%
-44.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | +1.2% | -20.0% | -16.8% |
| 7D | -35.8% | +4.5% | -40.3% | -29.8% |
| 30D | -56.0% | +16.1% | -72.0% | -43.0% |
| 3M | -52.7% | +8.0% | -60.7% | -44.3% |
| 6M | -56.6% | +8.4% | -65.0% | -47.5% |
| All | -37.2% | +7.0% | -44.3% | -28.8% |
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