+5,928.6%
WPM vs FDS
+955.7%
+4,973.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.6% |
| 30D | +26.4% | +9.0% | +17.3% | +23.2% |
| 3M | +20.8% | +18.9% | +2.0% | +13.7% |
| 6M | +1.1% | +35.1% | -34.0% | -9.8% |
| YTD | +32.5% | +5.5% | +27.0% | +26.5% |
| 1Y | +51.5% | -16.8% | +68.3% | +54.9% |
| 3Y | +267.0% | -28.1% | +295.1% | +288.4% |
| 5Y | +250.1% | -17.4% | +267.5% | +247.7% |
| 10Y | +540.4% | +85.4% | +454.9% | +338.0% |
| All | +5,928.6% | +955.7% | +4,973.0% | +1,900.0% |
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