-10.8%
DOW vs WPM
+644.4%
-655.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.9% |
| 7D | -2.4% | +1.1% | -3.5% | -2.5% |
| 30D | +0.4% | +26.4% | -26.0% | -2.6% |
| 3M | -14.4% | +20.8% | -35.2% | -16.7% |
| 6M | -7.0% | +1.1% | -8.1% | -7.8% |
| YTD | +30.2% | +32.5% | -2.3% | +23.2% |
| 1Y | +29.2% | +51.5% | -22.3% | +19.4% |
| 3Y | -36.7% | +267.0% | -303.7% | -50.3% |
| 5Y | -37.7% | +250.1% | -287.8% | -51.8% |
| All | -10.8% | +644.4% | -655.3% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling