+674.1%
WPM vs DAR
+269.9%
+404.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.3% | -4.9% |
| 7D | +16.4% | -3.8% | +20.2% | +16.9% |
| 30D | -1.5% | -14.4% | +13.0% | +0.5% |
| 3M | +2.6% | -17.9% | +20.5% | +4.9% |
| 6M | -1.3% | -18.3% | +17.0% | +0.7% |
| YTD | +16.8% | +43.2% | -26.5% | +9.9% |
| 1Y | +34.1% | +57.7% | -23.6% | +24.5% |
| 3Y | +225.1% | +22.7% | +202.4% | +205.4% |
| 5Y | +234.5% | -34.0% | +268.5% | +239.1% |
| 10Y | +674.1% | +279.5% | +394.6% | +542.0% |
| All | +674.1% | +269.9% | +404.2% | +542.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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