+615.7%
WPM vs ALC
+24.0%
+591.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.5% |
| 7D | +1.1% | -2.1% | +3.2% | +1.6% |
| 30D | +26.4% | -0.1% | +26.5% | +26.4% |
| 3M | +20.8% | +5.9% | +14.9% | +18.7% |
| 6M | +1.1% | -15.9% | +17.0% | +5.4% |
| YTD | +32.5% | -10.1% | +42.6% | +35.5% |
| 1Y | +51.5% | -10.2% | +61.7% | +54.8% |
| 3Y | +267.0% | -13.6% | +280.6% | +273.4% |
| 5Y | +250.1% | -15.1% | +265.3% | +247.6% |
| All | +615.7% | +24.0% | +591.7% | +547.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling