+60.0%
DLR vs WPM
+279.1%
-219.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.4% | +7.0% | -3.6% | +2.2% |
| 30D | -2.2% | +15.7% | -18.0% | -4.8% |
| 3M | +4.7% | +35.2% | -30.5% | -1.2% |
| 6M | +9.0% | +6.1% | +2.9% | +6.6% |
| YTD | +24.1% | +32.6% | -8.4% | +15.8% |
| 1Y | +20.9% | +46.9% | -26.0% | +10.1% |
| 3Y | +60.0% | +276.3% | -216.3% | +10.7% |
| All | +60.0% | +279.1% | -219.1% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling