+266.3%
WPM vs FTV
+1.8%
+264.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +3.9% | -1.3% | +5.2% | +4.2% |
| 30D | +17.7% | -9.5% | +27.2% | +20.8% |
| 3M | +39.4% | -10.9% | +50.3% | +43.6% |
| 6M | +6.4% | -0.6% | +7.1% | +6.2% |
| YTD | +34.0% | +1.4% | +32.6% | +32.6% |
| 1Y | +50.5% | +17.6% | +32.9% | +42.8% |
| 3Y | +280.3% | -3.3% | +283.6% | +275.4% |
| 5Y | +266.3% | -0.1% | +266.5% | +236.9% |
| All | +266.3% | +1.8% | +264.5% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling