+247.2%
WPM vs ALC
-11.2%
+258.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.6% |
| 7D | +16.9% | +4.9% | +12.0% | +15.3% |
| 30D | +2.0% | +19.0% | -17.0% | -3.4% |
| 3M | +8.9% | +7.8% | +1.2% | +6.3% |
| 6M | +1.6% | +14.6% | -13.0% | -3.2% |
| YTD | +16.5% | -4.4% | +20.9% | +17.5% |
| 1Y | +42.2% | +1.4% | +40.8% | +40.3% |
| 3Y | +213.3% | +2.5% | +210.8% | +197.9% |
| All | +247.2% | -11.2% | +258.4% | +227.6% |
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 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