+266.3%
WPM vs DD
+59.3%
+207.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.9% |
| 7D | +3.9% | -3.8% | +7.6% | +5.2% |
| 30D | +17.7% | -9.2% | +26.9% | +21.5% |
| 3M | +39.4% | -9.0% | +48.4% | +44.0% |
| 6M | +6.4% | -5.0% | +11.4% | +8.8% |
| YTD | +34.0% | +7.4% | +26.6% | +33.4% |
| 1Y | +50.5% | +35.1% | +15.4% | +41.6% |
| 3Y | +280.3% | +43.2% | +237.1% | +246.8% |
| 5Y | +266.3% | +59.6% | +206.7% | +204.1% |
| All | +266.3% | +59.3% | +207.0% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling