+43.8%
WPM vs DD
+35.1%
+8.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | -3.6% | -2.9% | -0.7% | -1.8% |
| 30D | +12.5% | -11.5% | +24.0% | +21.9% |
| 3M | +40.6% | -5.4% | +46.0% | +45.9% |
| 6M | +0.5% | -6.9% | +7.4% | +5.9% |
| YTD | +29.0% | +6.9% | +22.2% | +34.7% |
| 1Y | +43.8% | +35.6% | +8.2% | +51.1% |
| All | +43.8% | +35.1% | +8.7% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling