+577.7%
WPM vs ALK
-37.5%
+615.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.1% | -1.5% | +5.0% |
| 7D | +20.8% | +8.9% | +11.9% | +19.9% |
| 30D | +3.8% | +5.9% | -2.1% | +3.2% |
| 3M | +7.4% | -16.5% | +23.9% | +8.8% |
| 6M | +4.0% | +2.1% | +1.9% | +3.5% |
| YTD | +23.0% | -17.1% | +40.1% | +23.8% |
| 1Y | +45.9% | -2.9% | +48.8% | +45.7% |
| 3Y | +242.9% | +24.5% | +218.5% | +235.0% |
| 5Y | +259.5% | -29.1% | +288.6% | +255.2% |
| 10Y | +577.7% | -39.1% | +616.9% | +592.0% |
| All | +577.7% | -37.5% | +615.2% | +592.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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