+5,013.3%
WPM vs FLR
+105.0%
+4,908.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -3.6% | +5.4% | -8.9% | -4.7% |
| 30D | +1.4% | +2.8% | -1.4% | +0.7% |
| 3M | -0.2% | -6.4% | +6.2% | +1.2% |
| 6M | -7.3% | +8.8% | -16.1% | -9.5% |
| YTD | +12.3% | +23.6% | -11.2% | +5.7% |
| 1Y | +24.9% | +13.8% | +11.1% | +19.6% |
| 3Y | +210.4% | +36.5% | +173.9% | +171.6% |
| 5Y | +210.4% | +119.3% | +91.0% | +135.5% |
| 10Y | +731.7% | +8.0% | +723.7% | +547.4% |
| All | +5,013.3% | +105.0% | +4,908.3% | +2,507.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling