+99.1%
DE vs WPM
+210.4%
-111.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.3% | -3.6% | +3.8% | +0.7% |
| 30D | +3.6% | +1.4% | +2.1% | +3.2% |
| 3M | +10.2% | -0.2% | +10.4% | +9.7% |
| 6M | +16.6% | -7.3% | +23.9% | +16.8% |
| YTD | +45.8% | +12.3% | +33.5% | +41.3% |
| 1Y | +43.9% | +24.9% | +19.0% | +37.2% |
| 3Y | +89.6% | +210.4% | -120.8% | +50.1% |
| All | +99.1% | +210.4% | -111.3% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling