+247.2%
WPM vs ALK
-34.8%
+282.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +16.9% | +9.0% | +7.9% | +15.3% |
| 30D | +2.0% | -1.6% | +3.6% | +2.2% |
| 3M | +8.9% | -23.2% | +32.1% | +13.2% |
| 6M | +1.6% | -3.9% | +5.5% | +1.7% |
| YTD | +16.5% | -22.6% | +39.1% | +19.2% |
| 1Y | +42.2% | -5.3% | +47.5% | +42.6% |
| 3Y | +213.3% | +18.6% | +194.7% | +193.2% |
| All | +247.2% | -34.8% | +282.0% | +235.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling