+550.8%
WPM vs DAR
+364.6%
+186.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +3.9% | -0.2% | +4.0% | +3.9% |
| 30D | +17.7% | +7.4% | +10.2% | +16.3% |
| 3M | +39.4% | +15.7% | +23.7% | +36.0% |
| 6M | +6.4% | +30.0% | -23.6% | +1.8% |
| YTD | +34.0% | +87.5% | -53.5% | +21.6% |
| 1Y | +50.5% | +113.4% | -62.9% | +33.8% |
| 3Y | +280.3% | +15.3% | +265.0% | +262.5% |
| 5Y | +266.3% | -4.3% | +270.7% | +253.5% |
| 10Y | +550.8% | +380.2% | +170.6% | +407.7% |
| All | +550.8% | +364.6% | +186.2% | +407.7% |
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