+2,905.9%
DE vs WPM
+5,972.6%
-3,066.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +0.7% | +7.0% | -6.3% | -0.7% |
| 30D | +9.6% | +15.7% | -6.1% | +6.2% |
| 3M | +19.0% | +35.2% | -16.2% | +11.4% |
| 6M | +16.1% | +6.1% | +10.0% | +13.3% |
| YTD | +47.0% | +32.6% | +14.5% | +36.6% |
| 1Y | +43.1% | +46.9% | -3.8% | +29.5% |
| 3Y | +77.5% | +276.3% | -198.8% | +30.1% |
| 5Y | +96.4% | +260.0% | -163.6% | +42.5% |
| 10Y | +852.9% | +508.5% | +344.4% | +473.4% |
| All | +2,905.9% | +5,972.6% | -3,066.7% | +868.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling