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  • WM vs ALM✓SelectedUSD · ALMWM vs ALM performance historyLatest closeAs of+1.17%11/05
Stock and ETF performance explorer

WM vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+688.1%
ALM return
+3,431.9%
Excess return
-2,743.8%
Maximum drawdown
-30.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D+1.2%-9.6%+10.7%+1.2%
7D+4.5%-14.5%+19.0%+4.5%
30D+16.1%-39.0%+55.1%+16.2%
3M+8.0%-40.3%+48.3%+8.1%
6M+8.4%-60.3%+68.7%+8.6%
YTD+11.2%-9.8%+21.0%+11.1%
1Y+22.3%+30.8%-8.4%+22.1%
3Y+50.2%+772.4%-722.2%+49.0%
5Y+63.3%+390.7%-327.5%+62.0%
10Y+355.0%+2,028.5%-1,673.5%+348.2%
All+688.1%+3,431.9%-2,743.8%+660.4%

Cumulative growth

Daily Returns

Daily percentage return beside ALM.

Daily Out/Under-Performance

Portfolio return minus ALM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ALM 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 ALM 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