+242.9%
WPM vs FDS
-24.3%
+267.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.6% |
| 7D | +20.8% | -5.0% | +25.8% | +20.7% |
| 30D | +3.8% | +13.8% | -10.0% | +3.8% |
| 3M | +7.4% | +14.8% | -7.4% | +7.6% |
| 6M | +4.0% | +47.4% | -43.4% | +4.1% |
| YTD | +23.0% | +14.2% | +8.9% | +26.2% |
| 1Y | +45.9% | +26.6% | +19.3% | +47.6% |
| 3Y | +242.9% | -24.4% | +267.4% | +271.8% |
| All | +242.9% | -24.3% | +267.3% | +271.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling