+98.2%
DG vs WPM
+558.4%
-460.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.1% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | +4.2% | +14.4% | -10.3% | +2.9% |
| 3M | +9.5% | +37.0% | -27.5% | +6.3% |
| 6M | -13.1% | +4.1% | -17.3% | -13.8% |
| YTD | -4.8% | +31.7% | -36.6% | -7.8% |
| 1Y | +20.6% | +44.2% | -23.6% | +15.7% |
| 3Y | +4.9% | +265.5% | -260.5% | -6.8% |
| 5Y | -37.9% | +262.5% | -300.4% | -45.2% |
| All | +98.2% | +558.4% | -460.2% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling