+253.8%
WPM vs FGI
-70.6%
+324.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.9% |
| 7D | +16.9% | -7.0% | +23.9% | +17.0% |
| 30D | +2.0% | -4.2% | +6.2% | +2.0% |
| 3M | +8.9% | +55.6% | -46.7% | +7.3% |
| 6M | +1.6% | -3.2% | +4.7% | +0.8% |
| YTD | +16.5% | +29.1% | -12.6% | +13.2% |
| 1Y | +42.2% | +51.0% | -8.8% | +37.6% |
| 3Y | +213.3% | +1.5% | +211.8% | +196.2% |
| All | +253.8% | -70.6% | +324.4% | +245.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling