+525.4%
WPM vs FWONK
+340.2%
+185.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | +14.4% | -7.7% | +22.2% | +15.7% |
| 3M | +37.0% | +5.7% | +31.3% | +36.0% |
| 6M | +4.1% | +13.5% | -9.3% | +2.4% |
| YTD | +31.7% | -3.0% | +34.7% | +32.0% |
| 1Y | +44.2% | -6.4% | +50.6% | +45.0% |
| 3Y | +265.5% | +43.8% | +221.7% | +247.5% |
| 5Y | +262.5% | +98.6% | +163.9% | +233.6% |
| All | +525.4% | +340.2% | +185.2% | +477.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling