+757.8%
WPM vs FDS
+132.8%
+625.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.1% |
| 7D | +3.1% | -2.1% | +5.2% | +3.3% |
| 30D | -1.8% | +16.0% | -17.8% | -3.6% |
| 3M | +1.0% | +18.8% | -17.8% | -1.2% |
| 6M | -5.4% | +54.1% | -59.6% | -11.1% |
| YTD | +15.9% | +17.0% | -1.1% | +13.2% |
| 1Y | +30.8% | +25.5% | +5.3% | +26.0% |
| 3Y | +222.6% | -23.3% | +246.0% | +237.4% |
| 5Y | +227.4% | -22.6% | +250.0% | +238.7% |
| 10Y | +757.8% | +130.2% | +627.6% | +791.1% |
| All | +757.8% | +132.8% | +625.1% | +791.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling