+5,499.2%
WPM vs DRI
+1,373.6%
+4,125.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.4% |
| 7D | +20.8% | +3.1% | +17.7% | +20.3% |
| 30D | +3.8% | +16.2% | -12.4% | +1.4% |
| 3M | +7.4% | +8.4% | -1.0% | +5.9% |
| 6M | +4.0% | +19.0% | -15.0% | +0.9% |
| YTD | +23.0% | +28.8% | -5.8% | +17.6% |
| 1Y | +45.9% | +33.1% | +12.8% | +38.6% |
| 3Y | +242.9% | +70.8% | +172.2% | +208.7% |
| 5Y | +259.5% | +74.2% | +185.3% | +219.2% |
| 10Y | +577.7% | +345.5% | +232.2% | +357.5% |
| All | +5,499.2% | +1,373.6% | +4,125.6% | +2,070.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling