+711.3%
WPM vs DRI
+331.7%
+379.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | +1.1% | -4.6% | -3.6% |
| 30D | +1.4% | +9.7% | -8.3% | +0.9% |
| 3M | -0.2% | +3.2% | -3.4% | -0.4% |
| 6M | -7.3% | +20.6% | -27.9% | -8.4% |
| YTD | +12.3% | +28.3% | -15.9% | +10.6% |
| 1Y | +24.9% | +34.5% | -9.6% | +22.6% |
| 3Y | +210.4% | +66.5% | +143.8% | +199.4% |
| 5Y | +210.4% | +79.6% | +130.7% | +197.0% |
| All | +711.3% | +331.7% | +379.6% | +705.9% |
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