+260.8%
WPM vs ALC
-16.0%
+276.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | +1.1% | -2.1% | +3.2% | +1.8% |
| 30D | +26.4% | -0.1% | +26.5% | +26.4% |
| 3M | +20.8% | +5.9% | +14.9% | +18.3% |
| 6M | +1.1% | -15.9% | +17.0% | +6.6% |
| YTD | +32.5% | -10.1% | +42.6% | +36.3% |
| 1Y | +51.5% | -10.2% | +61.7% | +55.6% |
| 3Y | +267.0% | -13.6% | +280.6% | +272.6% |
| All | +260.8% | -16.0% | +276.8% | +237.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling