+757.8%
WPM vs DRI
+339.9%
+417.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.1% | -0.7% | +3.8% | +3.2% |
| 30D | -1.8% | +14.7% | -16.5% | -2.6% |
| 3M | +1.0% | +5.4% | -4.4% | +0.7% |
| 6M | -5.4% | +18.8% | -24.3% | -6.5% |
| YTD | +15.9% | +28.4% | -12.5% | +14.0% |
| 1Y | +30.8% | +37.7% | -6.8% | +28.2% |
| 3Y | +222.6% | +68.0% | +154.7% | +211.0% |
| 5Y | +227.4% | +78.8% | +148.6% | +213.2% |
| 10Y | +757.8% | +334.2% | +423.7% | +733.8% |
| All | +757.8% | +339.9% | +417.9% | +733.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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