+614.1%
WPM vs FTV
+90.8%
+523.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +1.1% | -4.5% | +5.6% | +1.8% |
| 30D | +26.4% | -7.1% | +33.4% | +27.8% |
| 3M | +20.8% | -7.2% | +28.0% | +22.1% |
| 6M | +1.1% | -1.5% | +2.6% | +1.2% |
| YTD | +32.5% | +3.5% | +29.0% | +31.4% |
| 1Y | +51.5% | +20.3% | +31.2% | +47.0% |
| 3Y | +267.0% | -3.1% | +270.1% | +264.5% |
| 5Y | +250.1% | +2.3% | +247.8% | +240.3% |
| 10Y | +540.4% | +76.3% | +464.0% | +420.1% |
| All | +614.1% | +90.8% | +523.3% | +467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling