+50.5%
WPM vs DRI
+3.0%
+47.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +18.0% |
| 3M | +39.4% | +5.1% | +34.3% | +39.9% |
| 6M | +6.4% | +5.5% | +0.9% | +7.0% |
| YTD | +34.0% | +16.5% | +17.5% | +34.0% |
| 1Y | +50.5% | +2.0% | +48.5% | +49.7% |
| All | +50.5% | +3.0% | +47.5% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling