+512.7%
WPM vs FDS
+66.9%
+445.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.8% | +2.1% | -3.0% |
| 7D | -3.6% | -16.0% | +12.4% | -1.6% |
| 30D | +12.5% | -6.7% | +19.2% | +13.4% |
| 3M | +40.6% | +6.0% | +34.6% | +39.1% |
| 6M | +0.5% | +25.1% | -24.6% | -3.4% |
| YTD | +29.0% | -8.1% | +37.2% | +29.9% |
| 1Y | +43.8% | -26.0% | +69.8% | +49.9% |
| 3Y | +266.3% | -36.4% | +302.7% | +290.3% |
| 5Y | +255.1% | -27.7% | +282.8% | +268.5% |
| All | +512.7% | +66.9% | +445.8% | +550.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling