-38.7%
DG vs WPM
+252.7%
-291.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.8% |
| 7D | -6.3% | -3.6% | -2.7% | -5.9% |
| 30D | +2.4% | +12.5% | -10.0% | +0.8% |
| 3M | +12.4% | +40.6% | -28.2% | +7.1% |
| 6M | -14.9% | +0.5% | -15.5% | -15.4% |
| YTD | -6.1% | +29.0% | -35.1% | -10.5% |
| 1Y | +17.9% | +43.8% | -25.9% | +10.1% |
| 3Y | +3.1% | +266.3% | -263.1% | -16.6% |
| 5Y | -38.7% | +255.1% | -293.8% | -52.6% |
| All | -38.7% | +252.7% | -291.3% | -52.6% |
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 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