+276.3%
WPM vs DRI
+56.7%
+219.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +7.0% | -1.2% | +8.2% | +7.1% |
| 30D | +15.7% | -0.4% | +16.1% | +15.8% |
| 3M | +35.2% | +9.5% | +25.7% | +34.6% |
| 6M | +6.1% | +6.5% | -0.4% | +5.8% |
| YTD | +32.6% | +18.4% | +14.2% | +31.0% |
| 1Y | +46.9% | +4.2% | +42.7% | +46.6% |
| 3Y | +276.3% | +57.1% | +219.2% | +240.9% |
| All | +276.3% | +56.7% | +219.6% | +240.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling