+99.4%
DE vs WPM
+252.7%
-153.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.6% |
| 7D | -2.4% | -3.6% | +1.2% | -1.9% |
| 30D | +9.7% | +12.5% | -2.8% | +7.7% |
| 3M | +21.4% | +40.6% | -19.2% | +15.2% |
| 6M | +15.0% | +0.5% | +14.5% | +13.9% |
| YTD | +46.4% | +29.0% | +17.4% | +39.8% |
| 1Y | +45.6% | +43.8% | +1.8% | +36.5% |
| 3Y | +76.8% | +266.3% | -189.5% | +38.4% |
| 5Y | +99.4% | +255.1% | -155.7% | +49.9% |
| All | +99.4% | +252.7% | -153.3% | +49.9% |
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