+711.3%
WPM vs LDOS
+226.9%
+484.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -3.6% | -1.6% | -1.9% | -3.4% |
| 30D | +1.4% | +8.2% | -6.8% | +0.5% |
| 3M | -0.2% | -8.2% | +8.0% | +0.6% |
| 6M | -7.3% | +5.8% | -13.1% | -8.4% |
| YTD | +12.3% | -27.0% | +39.3% | +15.7% |
| 1Y | +24.9% | -31.0% | +55.9% | +29.6% |
| 3Y | +210.4% | +29.3% | +181.1% | +193.7% |
| 5Y | +210.4% | +48.7% | +161.6% | +186.3% |
| All | +711.3% | +226.9% | +484.4% | +613.5% |
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