+525.4%
WPM vs DD
+66.6%
+458.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | -0.6% | -3.5% | +2.9% | +0.2% |
| 30D | +14.4% | -11.7% | +26.1% | +17.4% |
| 3M | +37.0% | -9.2% | +46.2% | +39.8% |
| 6M | +4.1% | -7.2% | +11.3% | +6.1% |
| YTD | +31.7% | +6.6% | +25.1% | +31.5% |
| 1Y | +44.2% | +32.0% | +12.2% | +38.9% |
| 3Y | +265.5% | +42.1% | +223.4% | +244.4% |
| 5Y | +262.5% | +58.1% | +204.4% | +231.3% |
| All | +525.4% | +66.6% | +458.8% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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