+276.3%
WPM vs DD
+47.1%
+229.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +7.0% | -0.6% | +7.6% | +7.2% |
| 30D | +15.7% | -7.4% | +23.2% | +19.0% |
| 3M | +35.2% | -6.4% | +41.6% | +38.7% |
| 6M | +6.1% | -2.5% | +8.6% | +7.8% |
| YTD | +32.6% | +10.2% | +22.3% | +32.0% |
| 1Y | +46.9% | +36.9% | +10.0% | +40.2% |
| 3Y | +276.3% | +47.0% | +229.3% | +252.4% |
| All | +276.3% | +47.1% | +229.2% | +252.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling