+1,581.6%
WPM vs LDOS
+509.1%
+1,072.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +7.5% | -3.7% | +11.2% | +8.3% |
| 30D | -3.8% | +16.4% | -20.2% | -7.1% |
| 3M | +8.0% | +7.4% | +0.6% | +5.8% |
| 6M | +6.1% | -0.3% | +6.4% | +5.1% |
| YTD | +13.2% | -24.0% | +37.2% | +18.6% |
| 1Y | +37.9% | -29.6% | +67.4% | +47.1% |
| 3Y | +201.7% | +35.1% | +166.6% | +169.4% |
| 5Y | +240.0% | +52.9% | +187.1% | +189.6% |
| 10Y | +531.0% | +262.2% | +268.8% | +286.9% |
| All | +1,581.6% | +509.1% | +1,072.5% | +651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling