+5,773.0%
WPM vs DGX
+505.2%
+5,267.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.2% |
| 7D | -3.6% | -3.5% | -0.2% | -2.6% |
| 30D | +12.5% | -2.7% | +15.2% | +13.5% |
| 3M | +40.6% | +13.9% | +26.7% | +35.2% |
| 6M | +0.5% | +16.0% | -15.5% | -4.1% |
| YTD | +29.0% | +34.9% | -5.9% | +17.5% |
| 1Y | +43.8% | +30.6% | +13.2% | +32.1% |
| 3Y | +266.3% | +93.0% | +173.3% | +196.3% |
| 5Y | +255.1% | +64.4% | +190.7% | +197.9% |
| 10Y | +526.8% | +248.1% | +278.7% | +283.5% |
| All | +5,773.0% | +505.2% | +5,267.8% | +2,494.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling