+260.8%
WPM vs ALK
-25.3%
+286.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +1.1% | -0.7% | +1.7% | +1.2% |
| 30D | +26.4% | -19.2% | +45.6% | +30.2% |
| 3M | +20.8% | -1.5% | +22.4% | +20.7% |
| 6M | +1.1% | -13.1% | +14.2% | +1.9% |
| YTD | +32.5% | -16.4% | +48.9% | +33.9% |
| 1Y | +51.5% | -33.1% | +84.6% | +55.9% |
| 3Y | +267.0% | +0.6% | +266.4% | +252.3% |
| All | +260.8% | -25.3% | +286.1% | +234.4% |
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