+258.0%
WPM vs FLR
+52.3%
+205.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.3% |
| 7D | -3.6% | -6.9% | +3.3% | -2.4% |
| 30D | +12.5% | +1.1% | +11.3% | +12.2% |
| 3M | +40.6% | +14.3% | +26.3% | +36.8% |
| 6M | +0.5% | +19.1% | -18.6% | -3.3% |
| YTD | +29.0% | +35.1% | -6.1% | +21.9% |
| 1Y | +43.8% | +29.5% | +14.3% | +36.6% |
| All | +258.0% | +52.3% | +205.7% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling