+5,928.6%
WPM vs FLR
+135.1%
+5,793.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.5% |
| 7D | +1.1% | +5.4% | -4.3% | -0.1% |
| 30D | +26.4% | +11.4% | +15.0% | +23.0% |
| 3M | +20.8% | +11.4% | +9.4% | +17.4% |
| 6M | +1.1% | +16.6% | -15.5% | -3.4% |
| YTD | +32.5% | +41.7% | -9.3% | +21.0% |
| 1Y | +51.5% | +35.4% | +16.1% | +39.3% |
| 3Y | +267.0% | +57.3% | +209.7% | +210.4% |
| 5Y | +250.1% | +241.0% | +9.1% | +138.6% |
| 10Y | +540.4% | +16.6% | +523.7% | +394.0% |
| All | +5,928.6% | +135.1% | +5,793.5% | +2,884.2% |
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