+258.0%
WPM vs DTE
+45.3%
+212.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.2% |
| 7D | -3.6% | -2.0% | -1.6% | -2.8% |
| 30D | +12.5% | -2.4% | +14.9% | +13.4% |
| 3M | +40.6% | -7.3% | +47.9% | +44.5% |
| 6M | +0.5% | -7.6% | +8.2% | +3.4% |
| YTD | +29.0% | +5.8% | +23.2% | +24.0% |
| 1Y | +43.8% | +2.3% | +41.5% | +40.5% |
| All | +258.0% | +45.3% | +212.7% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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