+24.9%
WPM vs ALK
-10.2%
+35.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.1% |
| 30D | +1.4% | +7.7% | -6.3% | -1.0% |
| 3M | -0.2% | -19.0% | +18.8% | +6.5% |
| 6M | -7.3% | -0.2% | -7.1% | -9.2% |
| YTD | +12.3% | -23.5% | +35.8% | +18.1% |
| 1Y | +24.9% | -9.1% | +34.0% | +23.9% |
| All | +24.9% | -10.2% | +35.1% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling