-7.4%
WPM vs DD
+3.4%
-10.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | -0.5% | +6.7% | -7.2% | -4.3% |
| 30D | -3.1% | +19.4% | -22.5% | -16.4% |
| 3M | -2.2% | +7.6% | -9.8% | -6.4% |
| 6M | -7.4% | +2.9% | -10.3% | -7.5% |
| All | -7.4% | +3.4% | -10.8% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling