+242.9%
WPM vs DAR
+21.9%
+221.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.7% | +0.9% | +5.3% |
| 7D | +20.8% | -2.8% | +23.6% | +21.0% |
| 30D | +3.8% | -12.8% | +16.6% | +4.8% |
| 3M | +7.4% | -11.6% | +19.0% | +7.9% |
| 6M | +4.0% | -16.8% | +20.7% | +5.0% |
| YTD | +23.0% | +45.9% | -22.9% | +16.8% |
| 1Y | +45.9% | +61.5% | -15.5% | +37.3% |
| 3Y | +242.9% | +23.0% | +220.0% | +238.7% |
| All | +242.9% | +21.9% | +221.1% | +238.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling