+384.5%
ALAB vs WPM
+269.5%
+115.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +3.0% | +3.7% |
| 7D | +9.6% | +3.9% | +5.8% | +8.1% |
| 30D | -5.3% | +17.7% | -22.9% | -11.4% |
| 3M | -12.0% | +39.4% | -51.5% | -23.6% |
| 6M | +145.7% | +6.4% | +139.3% | +133.4% |
| YTD | +80.7% | +34.0% | +46.7% | +58.1% |
| 1Y | +40.1% | +50.5% | -10.4% | +17.2% |
| All | +384.5% | +269.5% | +115.0% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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