+240.0%
WPM vs DOC
-22.1%
+262.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +7.5% | +6.2% | +1.2% | +5.4% |
| 30D | -3.8% | +6.5% | -10.2% | -5.9% |
| 3M | +8.0% | -6.2% | +14.2% | +10.3% |
| 6M | +6.1% | +25.6% | -19.5% | -2.9% |
| YTD | +13.2% | +32.1% | -18.9% | +1.7% |
| 1Y | +37.9% | +20.3% | +17.6% | +27.8% |
| 3Y | +201.7% | +42.7% | +159.0% | +158.1% |
| 5Y | +240.0% | -22.2% | +262.2% | +267.2% |
| All | +240.0% | -22.1% | +262.1% | +267.2% |
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