+260.8%
WPM vs DOC
-24.5%
+285.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.4% |
| 7D | +1.1% | -1.5% | +2.6% | +1.6% |
| 30D | +26.4% | -4.8% | +31.1% | +28.5% |
| 3M | +20.8% | +6.9% | +13.9% | +17.6% |
| 6M | +1.1% | +20.7% | -19.6% | -6.0% |
| YTD | +32.5% | +34.1% | -1.7% | +18.6% |
| 1Y | +51.5% | +22.6% | +28.9% | +39.5% |
| 3Y | +267.0% | +20.8% | +246.2% | +235.9% |
| All | +260.8% | -24.5% | +285.3% | +278.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling