+254.6%
WPM vs FGI
-70.0%
+324.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.1% |
| 7D | +16.4% | -4.1% | +20.4% | +16.4% |
| 30D | -1.5% | -3.4% | +1.9% | -1.5% |
| 3M | +2.6% | +61.8% | -59.2% | +1.0% |
| 6M | -1.3% | +17.0% | -18.4% | -2.4% |
| YTD | +16.8% | +31.4% | -14.6% | +13.5% |
| 1Y | +34.1% | +42.7% | -8.5% | +29.9% |
| 3Y | +225.1% | -0.1% | +225.3% | +208.0% |
| All | +254.6% | -70.0% | +324.7% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling