+5,499.2%
WPM vs FDS
+1,042.2%
+4,457.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.7% |
| 7D | +20.8% | -5.0% | +25.8% | +22.5% |
| 30D | +3.8% | +13.8% | -10.0% | -0.2% |
| 3M | +7.4% | +14.8% | -7.4% | +2.5% |
| 6M | +4.0% | +47.4% | -43.4% | -9.5% |
| YTD | +23.0% | +14.2% | +8.9% | +14.1% |
| 1Y | +45.9% | +26.6% | +19.3% | +30.5% |
| 3Y | +242.9% | -24.4% | +267.4% | +256.4% |
| 5Y | +259.5% | -22.6% | +282.2% | +264.8% |
| 10Y | +577.7% | +130.0% | +447.8% | +325.0% |
| All | +5,499.2% | +1,042.2% | +4,457.0% | +1,703.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling