+5,013.3%
WPM vs DD
+254.7%
+4,758.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.6% | +5.0% | -8.5% | -5.1% |
| 30D | +1.4% | +19.7% | -18.2% | -4.9% |
| 3M | -0.2% | +7.2% | -7.4% | -2.8% |
| 6M | -7.3% | +1.0% | -8.3% | -7.7% |
| YTD | +12.3% | +29.1% | -16.8% | +3.5% |
| 1Y | +24.9% | +28.5% | -3.6% | +15.3% |
| 3Y | +210.4% | +89.4% | +120.9% | +145.4% |
| 5Y | +210.4% | +67.1% | +143.2% | +150.2% |
| 10Y | +731.7% | +97.5% | +634.1% | +463.1% |
| All | +5,013.3% | +254.7% | +4,758.6% | +2,773.3% |
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