+5,928.6%
WPM vs DOC
+164.9%
+5,763.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.5% |
| 7D | +1.1% | -1.5% | +2.6% | +1.5% |
| 30D | +26.4% | -4.8% | +31.1% | +28.2% |
| 3M | +20.8% | +6.9% | +13.9% | +18.2% |
| 6M | +1.1% | +20.7% | -19.6% | -4.6% |
| YTD | +32.5% | +34.1% | -1.7% | +21.1% |
| 1Y | +51.5% | +22.6% | +28.9% | +41.8% |
| 3Y | +267.0% | +20.8% | +246.2% | +240.7% |
| 5Y | +250.1% | -24.9% | +275.0% | +268.2% |
| 10Y | +540.4% | -1.8% | +542.2% | +484.6% |
| All | +5,928.6% | +164.9% | +5,763.7% | +3,130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling