-10.4%
DOW vs WPM
+645.1%
-655.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -2.9% | +7.0% | -9.9% | -3.7% |
| 30D | +2.0% | +15.7% | -13.8% | 0.0% |
| 3M | -12.5% | +35.2% | -47.7% | -16.0% |
| 6M | -9.2% | +6.1% | -15.3% | -10.6% |
| YTD | +30.8% | +32.6% | -1.8% | +23.8% |
| 1Y | +29.4% | +46.9% | -17.5% | +20.1% |
| 3Y | -34.6% | +276.3% | -310.9% | -48.8% |
| 5Y | -35.9% | +260.0% | -295.9% | -50.6% |
| All | -10.4% | +645.1% | -655.5% | -34.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling