+713.5%
WPM vs LDOS
+228.4%
+485.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.6% |
| 7D | -0.5% | -3.5% | +3.0% | -0.1% |
| 30D | -3.1% | +9.5% | -12.6% | -4.1% |
| 3M | -2.2% | -6.3% | +4.1% | -1.6% |
| 6M | -7.4% | +2.8% | -10.2% | -8.1% |
| YTD | +12.6% | -26.6% | +39.3% | +16.0% |
| 1Y | +22.8% | -31.3% | +54.1% | +27.5% |
| 3Y | +213.6% | +30.9% | +182.7% | +196.3% |
| 5Y | +211.2% | +49.4% | +161.8% | +186.9% |
| All | +713.5% | +228.4% | +485.1% | +615.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling