+43.8%
WPM vs FTV
+15.4%
+28.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.1% |
| 7D | -3.6% | -5.2% | +1.6% | -2.4% |
| 30D | +12.5% | -11.5% | +24.0% | +15.6% |
| 3M | +40.6% | -9.0% | +49.6% | +43.4% |
| 6M | +0.5% | -2.0% | +2.6% | +0.8% |
| YTD | +29.0% | -0.9% | +30.0% | +29.2% |
| 1Y | +43.8% | +14.8% | +29.0% | +41.1% |
| All | +43.8% | +15.4% | +28.4% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling