+276.3%
WPM vs FDS
-30.4%
+306.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.1% |
| 7D | +7.0% | -5.4% | +12.4% | +7.1% |
| 30D | +15.7% | +1.6% | +14.2% | +15.8% |
| 3M | +35.2% | +17.7% | +17.5% | +35.4% |
| 6M | +6.1% | +29.1% | -23.0% | +6.1% |
| YTD | +32.6% | +1.0% | +31.6% | +35.7% |
| 1Y | +46.9% | -21.6% | +68.5% | +57.1% |
| 3Y | +276.3% | -30.1% | +306.4% | +321.8% |
| All | +276.3% | -30.4% | +306.7% | +321.8% |
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