+24.9%
WPM vs FDS
+25.7%
-0.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.2% |
| 7D | -3.6% | +1.5% | -5.0% | -3.5% |
| 30D | +1.4% | +14.8% | -13.4% | +2.6% |
| 3M | -0.2% | +16.3% | -16.5% | +1.2% |
| 6M | -7.3% | +66.2% | -73.5% | -2.6% |
| YTD | +12.3% | +16.2% | -3.9% | +17.6% |
| 1Y | +24.9% | +21.8% | +3.1% | +32.3% |
| All | +24.9% | +25.7% | -0.8% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling