+674.1%
WPM vs DOC
+20.3%
+653.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.9% |
| 7D | +16.4% | +4.3% | +12.0% | +15.3% |
| 30D | -1.5% | +9.2% | -10.6% | -3.4% |
| 3M | +2.6% | -0.8% | +3.4% | +2.7% |
| 6M | -1.3% | +7.1% | -8.4% | -3.1% |
| YTD | +16.8% | +34.0% | -17.2% | +8.8% |
| 1Y | +34.1% | +23.2% | +10.9% | +27.2% |
| 3Y | +225.1% | +53.6% | +171.5% | +192.7% |
| 5Y | +234.5% | -20.4% | +254.9% | +238.0% |
| 10Y | +674.1% | +23.4% | +650.7% | +606.3% |
| All | +674.1% | +20.3% | +653.8% | +606.3% |
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