+87.8%
DT vs WPM
+456.5%
-368.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +3.1% | -3.6% | +6.7% | +3.8% |
| 30D | -29.5% | +1.4% | -31.0% | -29.9% |
| 3M | -11.7% | -0.2% | -11.5% | -12.4% |
| 6M | +29.0% | -7.3% | +36.3% | +29.1% |
| YTD | +3.4% | +12.3% | -9.0% | -2.6% |
| 1Y | -4.2% | +24.9% | -29.1% | -12.1% |
| 3Y | -12.8% | +210.4% | -223.2% | -39.7% |
| 5Y | -39.6% | +210.4% | -249.9% | -59.3% |
| All | +87.8% | +456.5% | -368.7% | +14.3% |
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