+538.8%
WPM vs DOC
+15.2%
+523.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.9% | +11.3% |
| 7D | +3.9% | +8.7% | -4.8% | +1.9% |
| 30D | -3.5% | +7.6% | -11.1% | -5.2% |
| 3M | +14.1% | -5.3% | +19.4% | +15.5% |
| 6M | +6.2% | +27.6% | -21.4% | -0.1% |
| YTD | +12.4% | +32.4% | -20.0% | +4.8% |
| 1Y | +40.0% | +22.9% | +17.1% | +32.6% |
| 3Y | +199.6% | +43.1% | +156.5% | +172.8% |
| 5Y | +243.6% | -21.4% | +265.0% | +248.6% |
| All | +538.8% | +15.2% | +523.6% | +500.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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