+105.1%
DOCN vs WPM
+278.3%
-173.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +9.8% |
| 7D | +3.7% | +3.1% | +0.6% | +2.8% |
| 30D | -33.7% | -1.8% | -31.8% | -33.4% |
| 3M | -27.9% | +1.0% | -28.9% | -28.5% |
| 6M | -46.4% | -5.4% | -41.0% | -46.4% |
| YTD | +81.1% | +15.9% | +65.2% | +66.9% |
| 1Y | +74.3% | +30.8% | +43.5% | +54.5% |
| 3Y | +245.8% | +222.6% | +23.2% | +120.4% |
| 5Y | -23.7% | +227.4% | -251.1% | -52.7% |
| All | +105.1% | +278.3% | -173.3% | +22.8% |
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