+50.5%
WPM vs FDS
-23.8%
+74.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +0.8% |
| 7D | +3.9% | -8.8% | +12.7% | +3.2% |
| 30D | +17.7% | -1.4% | +19.0% | +17.7% |
| 3M | +39.4% | +13.9% | +25.5% | +41.7% |
| 6M | +6.4% | +27.4% | -21.0% | +9.8% |
| YTD | +34.0% | -2.5% | +36.4% | +36.2% |
| 1Y | +50.5% | -23.8% | +74.3% | +52.5% |
| All | +50.5% | -23.8% | +74.3% | +52.5% |
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