-28.4%
DT vs WPM
+261.4%
-289.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.5% |
| 7D | -0.5% | +3.9% | -4.4% | -0.9% |
| 30D | +0.1% | +17.7% | -17.6% | -1.9% |
| 3M | +24.1% | +39.4% | -15.3% | +19.2% |
| 6M | +30.1% | +6.4% | +23.7% | +28.3% |
| YTD | +16.8% | +34.0% | -17.2% | +10.4% |
| 1Y | -0.1% | +50.5% | -50.6% | -7.7% |
| 3Y | +6.8% | +280.3% | -273.5% | -21.5% |
| 5Y | -28.4% | +266.3% | -294.7% | -51.3% |
| All | -28.4% | +261.4% | -289.7% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling