+5,174.0%
WPM vs DD
+258.9%
+4,915.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +3.1% | +3.2% | -0.1% | +2.0% |
| 30D | -1.8% | +20.3% | -22.1% | -8.1% |
| 3M | +1.0% | +8.2% | -7.2% | -2.0% |
| 6M | -5.4% | +3.4% | -8.9% | -6.6% |
| YTD | +15.9% | +30.6% | -14.8% | +6.3% |
| 1Y | +30.8% | +30.6% | +0.2% | +20.1% |
| 3Y | +222.6% | +91.1% | +131.5% | +154.3% |
| 5Y | +227.4% | +68.6% | +158.8% | +163.2% |
| 10Y | +757.8% | +99.9% | +657.9% | +478.5% |
| All | +5,174.0% | +258.9% | +4,915.0% | +2,851.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling