+75.9%
DE vs WPM
+267.3%
-191.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | +9.0% | +14.4% | -5.4% | +7.2% |
| 3M | +19.1% | +37.0% | -17.8% | +14.5% |
| 6M | +14.4% | +4.1% | +10.3% | +12.9% |
| YTD | +45.9% | +31.7% | +14.2% | +40.8% |
| 1Y | +43.6% | +44.2% | -0.6% | +37.2% |
| 3Y | +75.9% | +265.5% | -189.6% | +41.6% |
| All | +75.9% | +267.3% | -191.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling