+5,933.7%
WPM vs DVA
+687.1%
+5,246.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +7.0% | +2.2% | +4.8% | +6.6% |
| 30D | +15.7% | -2.0% | +17.8% | +16.1% |
| 3M | +35.2% | -6.3% | +41.5% | +35.6% |
| 6M | +6.1% | +19.4% | -13.3% | +0.6% |
| YTD | +32.6% | +58.5% | -25.9% | +17.5% |
| 1Y | +46.9% | +33.9% | +13.0% | +34.7% |
| 3Y | +276.3% | +88.4% | +187.9% | +210.5% |
| 5Y | +260.0% | +39.5% | +220.5% | +209.6% |
| 10Y | +508.5% | +179.5% | +329.1% | +294.9% |
| All | +5,933.7% | +687.1% | +5,246.5% | +2,284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling