+211.2%
WPM vs ALK
+14.9%
+196.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -1.9% |
| 7D | -0.5% | +0.9% | -1.4% | -0.6% |
| 30D | -3.1% | +3.3% | -6.4% | -3.7% |
| 3M | -2.2% | -17.6% | +15.4% | +0.8% |
| 6M | -7.4% | +0.8% | -8.2% | -7.9% |
| YTD | +12.6% | -22.4% | +35.0% | +15.0% |
| 1Y | +22.8% | -10.1% | +32.9% | +23.9% |
| All | +211.2% | +14.9% | +196.3% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling