+255.1%
WPM vs DRI
+63.5%
+191.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.6% |
| 7D | -3.6% | -4.8% | +1.2% | -3.1% |
| 30D | +12.5% | -5.2% | +17.7% | +13.1% |
| 3M | +40.6% | +2.7% | +37.9% | +40.2% |
| 6M | +0.5% | +3.6% | -3.1% | +0.1% |
| YTD | +29.0% | +15.4% | +13.6% | +26.7% |
| 1Y | +43.8% | +1.3% | +42.6% | +43.3% |
| 3Y | +266.3% | +53.1% | +213.2% | +240.3% |
| 5Y | +255.1% | +64.6% | +190.6% | +216.3% |
| All | +255.1% | +63.5% | +191.6% | +216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling