+507.1%
WPM vs ALC
+30.4%
+476.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.1% |
| 7D | -3.6% | -1.1% | -2.5% | -3.3% |
| 30D | +1.4% | +16.0% | -14.6% | -2.4% |
| 3M | -0.2% | +0.8% | -1.0% | -0.5% |
| 6M | -7.3% | +16.8% | -24.1% | -11.3% |
| YTD | +12.3% | -5.5% | +17.8% | +13.3% |
| 1Y | +24.9% | -5.3% | +30.1% | +25.8% |
| 3Y | +210.4% | +4.1% | +206.3% | +200.1% |
| 5Y | +210.4% | -7.1% | +217.4% | +202.1% |
| All | +507.1% | +30.4% | +476.7% | +441.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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