+251.9%
WPM vs FGI
-68.3%
+320.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.6% | -0.8% |
| 7D | +3.1% | +6.9% | -3.8% | +3.0% |
| 30D | -1.8% | +3.9% | -5.8% | -1.9% |
| 3M | +1.0% | +74.3% | -73.3% | -0.6% |
| 6M | -5.4% | +28.9% | -34.4% | -6.6% |
| YTD | +15.9% | +39.1% | -23.2% | +12.5% |
| 1Y | +30.8% | +49.3% | -18.5% | +26.7% |
| 3Y | +222.6% | +5.7% | +216.9% | +205.4% |
| All | +251.9% | -68.3% | +320.2% | +243.2% |
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