+260.0%
WPM vs FDS
-20.4%
+280.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.5% |
| 7D | +7.0% | -5.4% | +12.4% | +7.6% |
| 30D | +15.7% | +1.6% | +14.2% | +15.6% |
| 3M | +35.2% | +17.7% | +17.5% | +32.9% |
| 6M | +6.1% | +29.1% | -23.0% | +2.7% |
| YTD | +32.6% | +1.0% | +31.6% | +33.9% |
| 1Y | +46.9% | -21.6% | +68.5% | +57.2% |
| 3Y | +276.3% | -30.1% | +306.4% | +309.2% |
| 5Y | +260.0% | -20.7% | +280.7% | +291.9% |
| All | +260.0% | -20.4% | +280.4% | +291.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling