+5,928.6%
WPM vs DRI
+1,279.7%
+4,648.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +26.4% | +3.8% | +22.5% | +25.6% |
| 3M | +20.8% | +13.0% | +7.8% | +18.3% |
| 6M | +1.1% | +8.3% | -7.2% | -0.4% |
| YTD | +32.5% | +20.6% | +11.8% | +28.0% |
| 1Y | +51.5% | +6.5% | +45.1% | +49.1% |
| 3Y | +267.0% | +53.7% | +213.3% | +236.2% |
| 5Y | +250.1% | +72.7% | +177.4% | +210.8% |
| 10Y | +540.4% | +363.2% | +177.2% | +324.9% |
| All | +5,928.6% | +1,279.7% | +4,648.9% | +2,262.9% |
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 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