+336.2%
WPM vs ALHC
-31.6%
+367.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.3% |
| 7D | +3.9% | -4.1% | +8.0% | +4.2% |
| 30D | +17.7% | -5.4% | +23.1% | +18.0% |
| 3M | +39.4% | -32.1% | +71.6% | +42.6% |
| 6M | +6.4% | -28.5% | +34.9% | +7.9% |
| YTD | +34.0% | -34.0% | +68.0% | +36.4% |
| 1Y | +50.5% | -20.9% | +71.4% | +51.2% |
| 3Y | +280.3% | +151.5% | +128.8% | +239.4% |
| 5Y | +266.3% | -28.8% | +295.2% | +257.5% |
| All | +336.2% | -31.6% | +367.8% | +317.3% |
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