+242.9%
WPM vs DRI
+70.6%
+172.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.5% |
| 7D | +20.8% | +3.1% | +17.7% | +20.5% |
| 30D | +3.8% | +16.2% | -12.4% | +2.7% |
| 3M | +7.4% | +8.4% | -1.0% | +6.8% |
| 6M | +4.0% | +19.0% | -15.0% | +2.9% |
| YTD | +23.0% | +28.8% | -5.8% | +21.1% |
| 1Y | +45.9% | +33.1% | +12.8% | +43.3% |
| 3Y | +242.9% | +70.8% | +172.2% | +208.7% |
| All | +242.9% | +70.6% | +172.4% | +208.7% |
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 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