+265.4%
WPM vs DTE
+30.3%
+235.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.7% |
| 7D | -0.6% | -2.6% | +2.0% | +0.6% |
| 30D | +14.4% | -4.4% | +18.8% | +16.6% |
| 3M | +37.0% | -8.3% | +45.3% | +42.0% |
| 6M | +4.1% | -8.1% | +12.2% | +7.5% |
| YTD | +31.7% | +4.4% | +27.3% | +27.4% |
| 1Y | +44.2% | +0.2% | +44.0% | +42.4% |
| 3Y | +265.5% | +42.6% | +222.9% | +197.8% |
| All | +265.4% | +30.3% | +235.1% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling