+525.4%
WPM vs DGX
+255.3%
+270.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.8% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | +14.4% | -1.2% | +15.6% | +14.7% |
| 3M | +37.0% | +15.8% | +21.2% | +34.0% |
| 6M | +4.1% | +18.2% | -14.0% | +1.4% |
| YTD | +31.7% | +37.2% | -5.5% | +25.3% |
| 1Y | +44.2% | +30.4% | +13.8% | +38.2% |
| 3Y | +265.5% | +96.7% | +168.8% | +228.8% |
| 5Y | +262.5% | +67.2% | +195.3% | +231.0% |
| All | +525.4% | +255.3% | +270.1% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling