+507.3%
WPM vs FTV
+127.3%
+379.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -0.5% | +3.7% | -4.2% | -1.1% |
| 30D | -3.1% | +16.8% | -20.0% | -5.5% |
| 3M | -2.2% | +10.4% | -12.5% | -3.7% |
| 6M | -7.4% | +12.8% | -20.2% | -9.2% |
| YTD | +12.6% | +23.3% | -10.7% | +8.7% |
| 1Y | +22.8% | +31.0% | -8.1% | +17.4% |
| 3Y | +213.6% | +38.6% | +175.1% | +195.6% |
| 5Y | +211.2% | +17.6% | +193.6% | +194.9% |
| 10Y | +733.9% | +110.0% | +623.9% | +555.0% |
| All | +507.3% | +127.3% | +379.9% | +369.3% |
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