+266.7%
WPM vs ALHC
-60.6%
+327.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.6% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | -3.1% | -9.6% | +6.5% | -2.5% |
| 3M | -2.2% | -44.5% | +42.4% | +1.1% |
| 6M | -7.4% | -59.2% | +51.8% | -2.8% |
| YTD | +12.6% | -62.0% | +74.7% | +18.3% |
| 1Y | +22.8% | -54.8% | +77.7% | +27.5% |
| 3Y | +213.6% | +25.0% | +188.6% | +194.3% |
| 5Y | +211.2% | -65.3% | +276.5% | +220.7% |
| All | +266.7% | -60.6% | +327.4% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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