+5,026.9%
WPM vs FDS
+1,059.7%
+3,967.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -2.5% |
| 7D | -0.5% | -2.6% | +2.1% | +0.2% |
| 30D | -3.1% | +14.1% | -17.2% | -6.9% |
| 3M | -2.2% | +19.8% | -21.9% | -7.8% |
| 6M | -7.4% | +55.0% | -62.4% | -20.6% |
| YTD | +12.6% | +15.9% | -3.2% | +4.0% |
| 1Y | +22.8% | +24.2% | -1.4% | +10.6% |
| 3Y | +213.6% | -24.0% | +237.7% | +225.7% |
| 5Y | +211.2% | -23.3% | +234.5% | +217.0% |
| 10Y | +733.9% | +128.0% | +605.9% | +426.9% |
| All | +5,026.9% | +1,059.7% | +3,967.3% | +1,544.4% |
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