+5,928.6%
WPM vs DD
+203.5%
+5,725.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | +1.1% | -3.5% | +4.6% | +2.3% |
| 30D | +26.4% | -10.3% | +36.7% | +31.0% |
| 3M | +20.8% | -7.5% | +28.4% | +24.3% |
| 6M | +1.1% | -8.0% | +9.1% | +4.3% |
| YTD | +32.5% | +10.5% | +22.0% | +29.1% |
| 1Y | +51.5% | +38.3% | +13.3% | +36.7% |
| 3Y | +267.0% | +42.5% | +224.5% | +219.7% |
| 5Y | +250.1% | +60.2% | +190.0% | +186.3% |
| 10Y | +540.4% | +68.9% | +471.5% | +358.7% |
| All | +5,928.6% | +203.5% | +5,725.1% | +3,482.6% |
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