+530.9%
WPM vs ALC
+30.3%
+500.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.6% | -4.7% |
| 7D | +16.4% | +2.3% | +14.0% | +15.8% |
| 30D | -1.5% | +15.5% | -17.0% | -5.1% |
| 3M | +2.6% | +0.6% | +2.0% | +2.3% |
| 6M | -1.3% | +18.4% | -19.7% | -6.0% |
| YTD | +16.8% | -5.6% | +22.3% | +17.8% |
| 1Y | +34.1% | 0.0% | +34.1% | +33.1% |
| 3Y | +225.1% | +2.8% | +222.3% | +215.5% |
| 5Y | +234.5% | -8.8% | +243.3% | +226.7% |
| All | +530.9% | +30.3% | +500.7% | +463.1% |
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