+624.0%
WPM vs ALC
+20.4%
+603.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +3.9% | -5.3% | +9.2% | +5.3% |
| 30D | +17.7% | -7.1% | +24.7% | +19.9% |
| 3M | +39.4% | +0.8% | +38.6% | +38.8% |
| 6M | +6.4% | -16.0% | +22.4% | +10.9% |
| YTD | +34.0% | -12.7% | +46.7% | +38.1% |
| 1Y | +50.5% | -12.8% | +63.3% | +54.9% |
| 3Y | +280.3% | -15.8% | +296.2% | +289.5% |
| 5Y | +266.3% | -16.7% | +283.0% | +265.7% |
| All | +624.0% | +20.4% | +603.6% | +559.8% |
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