+562.2%
WPM vs ALK
-41.7%
+603.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | +16.9% | +9.0% | +7.9% | +16.1% |
| 30D | +2.0% | -1.6% | +3.6% | +2.1% |
| 3M | +8.9% | -23.2% | +32.1% | +11.2% |
| 6M | +1.6% | -3.9% | +5.5% | +1.7% |
| YTD | +16.5% | -22.6% | +39.1% | +18.0% |
| 1Y | +42.2% | -5.3% | +47.5% | +42.5% |
| 3Y | +213.3% | +18.6% | +194.7% | +207.6% |
| 5Y | +249.9% | -34.4% | +284.3% | +247.9% |
| All | +562.2% | -41.7% | +603.9% | +607.2% |
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