-34.5%
DOW vs WPM
+269.6%
-304.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -2.9% | +7.0% | -9.9% | -3.3% |
| 30D | +2.0% | +15.7% | -13.8% | +1.1% |
| 3M | -12.5% | +35.2% | -47.7% | -14.1% |
| 6M | -9.2% | +6.1% | -15.3% | -9.4% |
| YTD | +30.8% | +32.6% | -1.8% | +26.0% |
| 1Y | +29.4% | +46.9% | -17.5% | +22.7% |
| All | -34.5% | +269.6% | -304.1% | -48.4% |
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 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