+255.1%
WPM vs DVA
+40.8%
+214.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.6% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | +12.5% | +1.7% | +10.8% | +12.3% |
| 3M | +40.6% | -8.7% | +49.3% | +40.8% |
| 6M | +0.5% | +19.7% | -19.1% | -2.5% |
| YTD | +29.0% | +59.6% | -30.6% | +20.8% |
| 1Y | +43.8% | +37.1% | +6.7% | +36.8% |
| 3Y | +266.3% | +89.8% | +176.5% | +231.5% |
| 5Y | +255.1% | +47.4% | +207.7% | +209.6% |
| All | +255.1% | +40.8% | +214.3% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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