+50.5%
WPM vs ALC
-14.0%
+64.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +3.9% | -5.3% | +9.2% | +4.8% |
| 30D | +17.7% | -7.1% | +24.7% | +19.0% |
| 3M | +39.4% | +0.8% | +38.6% | +39.2% |
| 6M | +6.4% | -16.0% | +22.4% | +11.8% |
| YTD | +34.0% | -12.7% | +46.7% | +39.7% |
| 1Y | +50.5% | -12.8% | +63.3% | +55.8% |
| All | +50.5% | -14.0% | +64.5% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling