+115.6%
DT vs WPM
+539.2%
-423.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.3% |
| 7D | -2.5% | -3.6% | +1.1% | -1.9% |
| 30D | +3.5% | +12.5% | -8.9% | +0.9% |
| 3M | +26.7% | +40.6% | -13.9% | +18.0% |
| 6M | +36.1% | +0.5% | +35.6% | +34.2% |
| YTD | +18.6% | +29.0% | -10.4% | +9.5% |
| 1Y | +7.9% | +43.8% | -35.9% | -3.6% |
| 3Y | +8.6% | +266.3% | -257.7% | -27.2% |
| 5Y | -26.7% | +255.1% | -281.8% | -51.7% |
| All | +115.6% | +539.2% | -423.6% | +28.5% |
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