+550.8%
WPM vs DRI
+348.4%
+202.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +3.9% | -4.8% | +8.7% | +4.2% |
| 30D | +17.7% | -3.9% | +21.6% | +17.9% |
| 3M | +39.4% | +5.1% | +34.3% | +39.0% |
| 6M | +6.4% | +5.5% | +0.9% | +6.0% |
| YTD | +34.0% | +16.5% | +17.5% | +32.7% |
| 1Y | +50.5% | +2.0% | +48.5% | +50.1% |
| 3Y | +280.3% | +54.5% | +225.8% | +268.7% |
| 5Y | +266.3% | +66.6% | +199.7% | +252.3% |
| 10Y | +550.8% | +353.6% | +197.2% | +495.0% |
| All | +550.8% | +348.4% | +202.4% | +495.0% |
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