+278.8%
WPM vs DOC
+20.8%
+258.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.5% |
| 7D | +1.1% | -1.5% | +2.6% | +1.6% |
| 30D | +26.4% | -4.8% | +31.1% | +28.3% |
| 3M | +20.8% | +6.9% | +13.9% | +17.8% |
| 6M | +1.1% | +20.7% | -19.6% | -5.5% |
| YTD | +32.5% | +34.1% | -1.7% | +19.7% |
| 1Y | +51.5% | +22.6% | +28.9% | +40.3% |
| All | +278.8% | +20.8% | +258.0% | +266.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling