+5,933.7%
WPM vs DTE
+676.1%
+5,257.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +7.0% | +0.9% | +6.1% | +6.6% |
| 30D | +15.7% | -1.9% | +17.6% | +16.6% |
| 3M | +35.2% | -3.3% | +38.5% | +36.7% |
| 6M | +6.1% | -7.1% | +13.2% | +9.0% |
| YTD | +32.6% | +8.1% | +24.5% | +26.9% |
| 1Y | +46.9% | +5.3% | +41.6% | +42.4% |
| 3Y | +276.3% | +48.2% | +228.1% | +208.9% |
| 5Y | +260.0% | +33.2% | +226.8% | +208.3% |
| 10Y | +508.5% | +137.5% | +371.0% | +252.4% |
| All | +5,933.7% | +676.1% | +5,257.5% | +1,384.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling